Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 240032.3001 | -32549.6717 | 272581.9718 | 178585.7454 | -31481.7684 | 210067.5139 |
Total P&L (%) | 240.0323 | -32.5497 | 272.582 | 178.5857 | -31.4818 | 210.0675 |
Avg Daily Profit (%) | 0.1572 | -0.0213 | 0.1785 | 0.0671 | -0.0248 | 0.0742 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105839 | -89853 | -99774 | -229211 | -109270 | -215618 |
Profit Factor | 1.629 | 0.8483 | 2.6321 | 1.3143 | 0.8715 | 1.6501 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 57.8947 | 50 | 65.7895 | 57.8947 | 50 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.1847 | 0.8483 | 1.3687 | 0.9559 | 0.8715 | 0.8581 |
Largest Winning Trade | 37890 | 37890 | 35584 | 65117 | 56397 | 65117 |
Largest Losing Trade | -58893 | -41731 | -58893 | -131276 | -68630 | -131276 |
Avg Bars in Trades | 57 | 36 | 77 | 57 | 36 | 77 |
Avg Bars in Winners | 49 | 24 | 68 | 49 | 24 | 68 |
Avg Bars in Losers | 67 | 49 | 94 | 67 | 49 | 94 |
Bars Traded | 4341 | 1402 | 2939 | 4341 | 1402 | 2939 |
Profit Streak | 218.2166 | 218.2166 | 253.8833 | 218.2166 | 218.2166 | 253.8833 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41698 | -579358 | 533781 | -155718 | -579358 | -90110 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 99, "offset": 0, "a": 0.62338 } } }
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# | 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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