Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2530502.4462 | 2449167.3111 | 81335.1351 | 53706408.2155 | 40836827.8249 | 12869580.3906 |
Total P&L (%) | 2530.5024 | 2449.1673 | 81.3351 | 53706.4082 | 40836.8278 | 12869.5804 |
Avg Daily Profit (%) | 1.1146 | 1.0788 | 0.0358 | 0.2773 | 0.2653 | 0.2145 |
Buy And Hold Return (%) | 9250.4921 | 9250.4921 | 9250.4921 | 9250.4921 | 9250.4921 | 9250.4921 |
Max Trade Drawdown | -61043 | -76435 | -53382 | -11981990 | -8666395 | -11436109 |
Profit Factor | 9.7228 | 16.8514 | 1.5998 | 2.3395 | 2.8438 | 1.7172 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 52.5424 | 55.1724 | 50 | 52.5424 | 55.1724 | 50 |
Ratio Avg Win / Avg Loss | 8.7819 | 13.6917 | 1.5998 | 2.1131 | 2.3106 | 1.7172 |
Largest Winning Trade | 1809509 | 1809509 | 47290 | 30524336 | 30524336 | 20560936 |
Largest Losing Trade | -49652 | -49652 | -21438 | -6107303 | -6107303 | -5874687 |
Avg Bars in Trades | 225 | 308 | 144 | 225 | 308 | 144 |
Avg Bars in Winners | 269 | 325 | 208 | 269 | 325 | 208 |
Avg Bars in Losers | 176 | 288 | 79 | 176 | 288 | 79 |
Bars Traded | 13288 | 8960 | 4328 | 13288 | 8960 | 4328 |
Profit Streak | 0 | 94.781 | 0 | 0 | 94.781 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322980 | -142666 | -307837 | -166812 | 480424 | -32692 |
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{ "first_band": { "type": "t3", "factors": { "length": 245, "offset": 0, "a": 0.90799 } }, "second_band": { "type": "dcu", "factors": { "length": 49, "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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