Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094785.4949 | 1380178.5682 | -285393.0733 | -99287.0553 | 218352.2463 | -317639.3017 |
Total P&L (%) | 1094.7855 | 1380.1786 | -285.3931 | -99.2871 | 218.3522 | -317.6393 |
Avg Daily Profit (%) | 0.5255 | 0.6625 | -0.137 | -0.237 | 0.0556 | 0 |
Buy And Hold Return (%) | 135.0769 | 135.0769 | 135.0769 | 135.0769 | 135.0769 | 135.0769 |
Max Trade Drawdown | -328921 | -206020 | -290737 | -679874 | -372863 | -323120 |
Profit Factor | 1.8171 | 2.6396 | 0.427 | 0.8981 | 1.3623 | 0.145 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Profitability (%) | 34.2282 | 36.4865 | 32 | 34.2282 | 36.4865 | 32 |
Ratio Avg Win / Avg Loss | 3.4917 | 4.5949 | 0.9074 | 1.7257 | 2.3713 | 0.3081 |
Largest Winning Trade | 1178974 | 1178974 | 50912 | 615831 | 615831 | 15328 |
Largest Losing Trade | -65719 | -65719 | -41370 | -180730 | -178998 | -180730 |
Avg Bars in Trades | 164 | 272 | 58 | 164 | 272 | 58 |
Avg Bars in Winners | 278 | 458 | 75 | 278 | 458 | 75 |
Avg Bars in Losers | 105 | 165 | 49 | 105 | 165 | 49 |
Bars Traded | 24525 | 20165 | 4359 | 24525 | 20165 | 4359 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306998 | -52688 | -644736 | -583739 | -196257 | -644736 |
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{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.04593 } }, "second_band": { "type": "dcu", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.04593 } }, "second_band": { "type": "dcu", "factors": { "length": 79, "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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