Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2613703.9597 | 2530134.0756 | 83569.8841 | 45418509.7239 | 31084960.7326 | 14333548.9913 |
Total P&L (%) | 2613.704 | 2530.1341 | 83.5699 | 45418.5097 | 31084.9607 | 14333.549 |
Avg Daily Profit (%) | 1.1563 | 1.1193 | 0.037 | 0.2711 | 0.2544 | 0.2202 |
Buy And Hold Return (%) | 8502.8321 | 8502.8321 | 8502.8321 | 8502.8321 | 8502.8321 | 8502.8321 |
Max Trade Drawdown | -96179 | -97785 | -44819 | -21341040 | -13919813 | -17909692 |
Profit Factor | 6.2886 | 9.4351 | 1.4302 | 1.5969 | 1.6846 | 1.4671 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 49.3976 | 43.9024 | 54.7619 | 49.3976 | 43.9024 | 54.7619 |
Ratio Avg Win / Avg Loss | 6.442 | 12.056 | 1.1815 | 1.6359 | 2.1526 | 1.212 |
Largest Winning Trade | 1638205 | 1638205 | 42406 | 32854079 | 32854079 | 14680525 |
Largest Losing Trade | -34230 | -34230 | -30649 | -17909692 | -7634297 | -17909692 |
Avg Bars in Trades | 106 | 128 | 85 | 106 | 128 | 85 |
Avg Bars in Winners | 141 | 184 | 108 | 141 | 184 | 108 |
Avg Bars in Losers | 72 | 85 | 57 | 72 | 85 | 57 |
Bars Traded | 8875 | 5285 | 3590 | 8875 | 5285 | 3590 |
Profit Streak | 62.4514 | 83.4514 | 62.4514 | 62.4514 | 83.4514 | 62.4514 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144311 | -145583 | -307191 | 360431 | 265978 | 55858 |
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{ "first_band": { "type": "t3", "factors": { "length": 120, "offset": 0, "a": 0.63992 } }, "second_band": { "type": "midprice", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 120, "offset": 0, "a": 0.63992 } }, "second_band": { "type": "midprice", "factors": { "length": 128, "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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