Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331373.0452 | 1269750.4716 | 61622.5735 | 4014784.2485 | 4639078.6888 | -624294.4403 |
Total P&L (%) | 1331.373 | 1269.7505 | 61.6226 | 4014.7842 | 4639.0787 | -624.2944 |
Avg Daily Profit (%) | 0.7345 | 0.7005 | 0.034 | 0.2053 | 0.2131 | 0 |
Buy And Hold Return (%) | 625.8998 | 625.8998 | 625.8998 | 625.8998 | 625.8998 | 625.8998 |
Max Trade Drawdown | -178650 | -108261 | -110021 | -10562481 | -5586269 | -8106986 |
Profit Factor | 4.15 | 6.9027 | 1.2969 | 1.1735 | 1.4314 | 0.9496 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 47.541 | 50 | 45.1613 | 47.541 | 50 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.5793 | 6.9027 | 1.5748 | 1.2949 | 1.4314 | 1.1531 |
Largest Winning Trade | 727424 | 727424 | 75048 | 5174946 | 4458891 | 5174946 |
Largest Losing Trade | -34433 | -33121 | -34433 | -3882476 | -2083695 | -3882476 |
Avg Bars in Trades | 84 | 99 | 70 | 84 | 99 | 70 |
Avg Bars in Winners | 107 | 122 | 90 | 107 | 122 | 90 |
Avg Bars in Losers | 63 | 75 | 53 | 63 | 75 | 53 |
Bars Traded | 5143 | 2971 | 2172 | 5143 | 2971 | 2172 |
Profit Streak | 0 | 72.7064 | 0 | 0 | 72.7064 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153219 | 527631 | -314003 | -188982 | 343694 | -581033 |
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{ "first_band": { "type": "t3", "factors": { "length": 136, "offset": 0, "a": 0.6225 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 136, "offset": 0, "a": 0.6225 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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