Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428859.5412 | 469637.5279 | -40777.9868 | -99168.1819 | 243229.874 | -342398.0559 |
Total P&L (%) | 428.8595 | 469.6375 | -40.778 | -99.1682 | 243.2299 | -342.3981 |
Avg Daily Profit (%) | 0.1805 | 0.1977 | -0.0172 | -0.2014 | 0.0519 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150609 | -64050 | -264153 | -715991 | -298438 | -576523 |
Profit Factor | 1.3942 | 2.2288 | 0.9422 | 0.9199 | 1.4697 | 0.525 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 71 | 37 | 34 | 67 | 38 | 29 |
Losing Trades | 40 | 19 | 21 | 44 | 18 | 26 |
Profitability (%) | 63.964 | 66.0714 | 61.8182 | 60.3604 | 67.8571 | 52.7273 |
Ratio Avg Win / Avg Loss | 0.7855 | 1.1445 | 0.582 | 0.6041 | 0.6962 | 0.4707 |
Largest Winning Trade | 98099 | 98099 | 62056 | 227360 | 227360 | 129852 |
Largest Losing Trade | -120143 | -47655 | -120143 | -267984 | -245989 | -267984 |
Avg Bars in Trades | 41 | 24 | 57 | 41 | 24 | 57 |
Avg Bars in Winners | 40 | 16 | 65 | 33 | 19 | 51 |
Avg Bars in Losers | 42 | 39 | 44 | 52 | 35 | 65 |
Bars Traded | 4555 | 1375 | 3180 | 4555 | 1375 | 3180 |
Profit Streak | 50.7005 | 50.7005 | 64.2005 | 50.7005 | 50.7005 | 64.2005 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343503 | -166398 | -758742 | -578150 | -301027 | -759920 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.63798 } } }
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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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