Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1867890.9782 | 1675059.6516 | 192831.3266 | 3771627.3328 | -4940568.4156 | 8712195.7484 |
Total P&L (%) | 1867.891 | 1675.0597 | 192.8313 | 3771.6273 | -4940.5684 | 8712.1957 |
Avg Daily Profit (%) | 0.7926 | 0.7108 | 0.0818 | 0.1553 | 0 | 0.1902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123987 | -96868 | -114774 | -8786892 | -10909632 | -2975611 |
Profit Factor | 4.3649 | 6.3451 | 1.7977 | 1.1633 | 0.6966 | 2.2798 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 35 | 30 | 40 | 35 | 30 | 40 |
Ratio Avg Win / Avg Loss | 8.1063 | 14.8053 | 2.6966 | 2.1605 | 1.6255 | 3.4198 |
Largest Winning Trade | 1574883 | 1574883 | 59672 | 4670081 | 3354690 | 4670081 |
Largest Losing Trade | -32381 | -32381 | -29331 | -3753993 | -3753993 | -1282231 |
Avg Bars in Trades | 86 | 81 | 91 | 86 | 81 | 91 |
Avg Bars in Winners | 167 | 165 | 169 | 167 | 165 | 169 |
Avg Bars in Losers | 42 | 45 | 38 | 42 | 45 | 38 |
Bars Traded | 6906 | 3261 | 3645 | 6906 | 3261 | 3645 |
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 | -9179 | 474552 | -84158 | -61717 | -585749 | 303614 |
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{ "first_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.72247 } }, "second_band": { "type": "midpoint", "factors": { "length": 13, "offset": 0 } } }
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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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