Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376145.9779 | 260165.4079 | 115980.57 | 219322.6412 | -504028.5458 | 723351.187 |
Total P&L (%) | 376.146 | 260.1654 | 115.9806 | 219.3226 | -504.0285 | 723.3512 |
Avg Daily Profit (%) | 0.2242 | 0.155 | 0.0691 | 0.0692 | 0 | 0.1257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223175 | -105762 | -124443 | -2573313 | -1594800 | -1131230 |
Profit Factor | 1.6423 | 1.8292 | 1.4266 | 1.0342 | 0.8665 | 1.2733 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 44.9153 | 47.4576 | 42.3729 | 44.9153 | 47.4576 | 42.3729 |
Ratio Avg Win / Avg Loss | 2.0141 | 2.0252 | 1.9401 | 1.2683 | 0.9593 | 1.7316 |
Largest Winning Trade | 119582 | 119582 | 56754 | 892040 | 892040 | 643861 |
Largest Losing Trade | -49319 | -38312 | -49319 | -875618 | -875618 | -695321 |
Avg Bars in Trades | 166 | 210 | 121 | 166 | 210 | 121 |
Avg Bars in Winners | 222 | 240 | 201 | 222 | 240 | 201 |
Avg Bars in Losers | 120 | 183 | 63 | 120 | 183 | 63 |
Bars Traded | 19618 | 12424 | 7194 | 19618 | 12424 | 7194 |
Profit Streak | 156.7129 | 173.2129 | 156.7129 | 156.7129 | 173.2129 | 156.7129 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383595 | -165992 | -277366 | -283763 | -757478 | -202425 |
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{ "first_band": { "type": "t3", "factors": { "length": 222, "offset": 0, "a": 0.86582 } }, "second_band": { "type": "midprice", "factors": { "length": 184, "offset": 0 } } }
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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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