Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1260882.5381 | 1168924.2027 | 91958.3354 | 2997404.334 | 3020854.1603 | -23449.8264 |
Total P&L (%) | 1260.8825 | 1168.9242 | 91.9583 | 2997.4043 | 3020.8542 | -23.4498 |
Avg Daily Profit (%) | 0.6054 | 0.5612 | 0.0442 | 0.165 | 0.1653 | -0.0128 |
Buy And Hold Return (%) | 404.7377 | 404.7377 | 404.7377 | 404.7377 | 404.7377 | 404.7377 |
Max Trade Drawdown | -110041 | -79411 | -75788 | -7301791 | -5909076 | -5470272 |
Profit Factor | 2.1574 | 3.2976 | 1.1584 | 1.0589 | 1.1328 | 0.9992 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 115 | 55 | 60 | 115 | 55 | 60 |
Losing Trades | 180 | 92 | 88 | 180 | 92 | 88 |
Profitability (%) | 38.9831 | 37.415 | 40.5405 | 38.9831 | 37.415 | 40.5405 |
Ratio Avg Win / Avg Loss | 3.3769 | 5.516 | 1.699 | 1.6574 | 1.8948 | 1.4654 |
Largest Winning Trade | 876993 | 876993 | 51936 | 3558995 | 3558995 | 2752647 |
Largest Losing Trade | -27116 | -27116 | -26516 | -2298584 | -1058935 | -2298584 |
Avg Bars in Trades | 83 | 74 | 92 | 83 | 74 | 92 |
Avg Bars in Winners | 138 | 117 | 158 | 138 | 117 | 158 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 24588 | 10960 | 13628 | 24588 | 10960 | 13628 |
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 | 354838 | 329759 | -348754 | -149636 | -70679 | -582952 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 16, "offset": 0, "a": 0.74768 } } }
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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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