Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -6487056.0227 | 230596.423 | -6717652.4457 | 164241408.3379 | -96630523.885 | 260871932.223 |
Total P&L (%) | -6487.056 | 230.5964 | -6717.6524 | 164241.4083 | -96630.5239 | 260871.9322 |
Avg Daily Profit (%) | -2.8647 | 0.1018 | -2.9665 | 0.3275 | 0 | 0.348 |
Buy And Hold Return (%) | 10757.8703 | 10757.8703 | 10757.8703 | 10757.8703 | 10757.8703 | 10757.8703 |
Max Trade Drawdown | -6708403 | -69552 | -6806389 | -274426419 | -173309684 | -199476394 |
Profit Factor | 0.0953 | 2.4815 | 0.0423 | 1.3401 | 0.635 | 2.1959 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 51 | 25 | 26 | 25 | 12 | 13 |
Losing Trades | 15 | 8 | 7 | 41 | 21 | 20 |
Profitability (%) | 77.2727 | 75.7576 | 78.7879 | 37.8788 | 36.3636 | 39.3939 |
Ratio Avg Win / Avg Loss | 0.028 | 0.7941 | 0.0114 | 2.1978 | 1.1112 | 3.3783 |
Largest Winning Trade | 53447 | 53447 | 31859 | 227742387 | 47056989 | 227742387 |
Largest Losing Trade | -6708403 | -41223 | -6708403 | -50463764 | -50463764 | -34348209 |
Avg Bars in Trades | 127 | 139 | 116 | 127 | 139 | 116 |
Avg Bars in Winners | 80 | 93 | 68 | 173 | 180 | 167 |
Avg Bars in Losers | 286 | 281 | 293 | 99 | 115 | 83 |
Bars Traded | 8433 | 4595 | 3838 | 8433 | 4595 | 3838 |
Profit Streak | 129.0314 | 129.0314 | 235.5314 | 129.0314 | 129.0314 | 342.2814 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -704357 | -216584 | -576098 | -121538 | -583479 | 384313 |
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{ "first_band": { "type": "t3", "factors": { "length": 5, "offset": 0, "a": 0.65885 } }, "second_band": { "type": "rma", "factors": { "length": 34, "offset": 232 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 5, "offset": 0, "a": 0.65885 } }, "second_band": { "type": "rma", "factors": { "length": 34, "offset": 232 } } }
# | 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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