Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1468651.5801 | 1397468.0689 | 71183.5112 | 45544089.2728 | 38611144.9471 | 6932944.3257 |
Total P&L (%) | 1468.6516 | 1397.4681 | 71.1835 | 45544.0893 | 38611.1449 | 6932.9443 |
Avg Daily Profit (%) | 0.6478 | 0.6164 | 0.0314 | 0.2705 | 0.2632 | 0.1878 |
Buy And Hold Return (%) | 9807.2024 | 9807.2024 | 9807.2024 | 9807.2024 | 9807.2024 | 9807.2024 |
Max Trade Drawdown | -120924 | -89298 | -67572 | -44839945 | -31353803 | -30233790 |
Profit Factor | 3.8881 | 6.8137 | 1.2655 | 1.4634 | 1.7127 | 1.1572 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 46.8085 | 48.9362 | 44.6809 | 46.8085 | 48.9362 | 44.6809 |
Ratio Avg Win / Avg Loss | 4.4183 | 7.11 | 1.5668 | 1.6629 | 1.7872 | 1.4327 |
Largest Winning Trade | 410927 | 410927 | 47286 | 51031540 | 51031540 | 28260244 |
Largest Losing Trade | -30565 | -27769 | -30565 | -23207523 | -23207523 | -14657139 |
Avg Bars in Trades | 139 | 140 | 138 | 139 | 140 | 138 |
Avg Bars in Winners | 231 | 224 | 238 | 231 | 224 | 238 |
Avg Bars in Losers | 58 | 59 | 57 | 58 | 59 | 57 |
Bars Traded | 13104 | 6592 | 6512 | 13104 | 6592 | 6512 |
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 | -147923 | -145985 | -317723 | 294944 | 331655 | -207481 |
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{ "first_band": { "type": "t3", "factors": { "length": 158, "offset": 0, "a": 0.6926 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 158, "offset": 0, "a": 0.6926 } }, "second_band": { "type": "midpoint", "factors": { "length": 20, "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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