Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315191.49 | 270426.6167 | 44764.8733 | 704928.9285 | 680464.8831 | 24464.0454 |
Total P&L (%) | 315.1915 | 270.4266 | 44.7649 | 704.9289 | 680.4649 | 24.464 |
Avg Daily Profit (%) | 0.3026 | 0.2596 | 0.043 | 0.2004 | 0.1974 | 0.021 |
Buy And Hold Return (%) | 223.9817 | 223.9817 | 223.9817 | 223.9817 | 223.9817 | 223.9817 |
Max Trade Drawdown | -66609 | -37656 | -71626 | -393430 | -192085 | -317291 |
Profit Factor | 1.4292 | 1.7801 | 1.1154 | 1.2737 | 1.5814 | 1.0174 |
Total Trades | 468 | 234 | 234 | 468 | 234 | 234 |
Winning Trades | 228 | 116 | 112 | 228 | 116 | 112 |
Losing Trades | 240 | 118 | 122 | 240 | 118 | 122 |
Profitability (%) | 48.7179 | 49.5727 | 47.8632 | 48.7179 | 49.5727 | 47.8632 |
Ratio Avg Win / Avg Loss | 1.5044 | 1.8108 | 1.215 | 1.3407 | 1.6087 | 1.1082 |
Largest Winning Trade | 96299 | 96299 | 29976 | 178368 | 178368 | 96292 |
Largest Losing Trade | -22090 | -13492 | -22090 | -87230 | -87230 | -81384 |
Avg Bars in Trades | 53 | 50 | 55 | 53 | 50 | 55 |
Avg Bars in Winners | 59 | 57 | 61 | 59 | 57 | 61 |
Avg Bars in Losers | 47 | 44 | 49 | 47 | 44 | 49 |
Bars Traded | 24830 | 11864 | 12966 | 24830 | 11864 | 12966 |
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 | -26657 | -89256 | -394987 | 249526 | 300814 | -532110 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 90 } }, "second_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.82137 } } }
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# | 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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