Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140102.9611 | 166041.6567 | -25938.6956 | -10696.3024 | 6106.0406 | -16802.343 |
Total P&L (%) | 140.103 | 166.0417 | -25.9387 | -10.6963 | 6.106 | -16.8023 |
Avg Daily Profit (%) | 0.269 | 0.3188 | -0.0498 | -0.0217 | 0.0114 | -0.0353 |
Buy And Hold Return (%) | 55.6106 | 55.6106 | 55.6106 | 55.6106 | 55.6106 | 55.6106 |
Max Trade Drawdown | -83934 | -76789 | -40144 | -137580 | -129098 | -34792 |
Profit Factor | 1.5943 | 2.103 | 0.6956 | 0.963 | 1.0307 | 0.8141 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 44.6154 | 46.875 | 42.4242 | 44.6154 | 46.875 | 42.4242 |
Ratio Avg Win / Avg Loss | 1.9791 | 2.3834 | 0.944 | 1.1955 | 1.1681 | 1.1049 |
Largest Winning Trade | 247014 | 247014 | 19951 | 143950 | 143950 | 31870 |
Largest Losing Trade | -29515 | -29515 | -27677 | -39225 | -39225 | -23439 |
Avg Bars in Trades | 343 | 594 | 100 | 343 | 594 | 100 |
Avg Bars in Winners | 425 | 762 | 64 | 425 | 762 | 64 |
Avg Bars in Losers | 277 | 446 | 126 | 277 | 446 | 126 |
Bars Traded | 22333 | 19023 | 3310 | 22333 | 19023 | 3310 |
Profit Streak | 0 | 93.5692 | 0 | 0 | 93.5692 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131274 | 325959 | -584317 | -718051 | -530642 | -582651 |
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{ "first_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.04145 } }, "second_band": { "type": "dcu", "factors": { "length": 225, "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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