Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 434700.0009 | 464013.1258 | -29313.1249 | -89685.3698 | -406062.2167 | 316376.8469 |
Total P&L (%) | 434.7 | 464.0131 | -29.3131 | -89.6854 | -406.0622 | 316.3768 |
Avg Daily Profit (%) | 0.2952 | 0.3151 | -0.0199 | -0.1542 | 0 | 0.0969 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -255547 | -176808 | -137163 | -859020 | -1037383 | -98840 |
Profit Factor | 1.65 | 2.1417 | 0.8883 | 0.9369 | 0.6729 | 2.7662 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 40 | 42.4242 | 37.5 | 40 | 42.4242 | 37.5 |
Ratio Avg Win / Avg Loss | 2.4751 | 2.9066 | 1.4804 | 1.4053 | 0.9132 | 4.6103 |
Largest Winning Trade | 631320 | 631320 | 37800 | 631320 | 631320 | 142894 |
Largest Losing Trade | -68449 | -68449 | -39523 | -538338 | -538338 | -30977 |
Avg Bars in Trades | 131 | 185 | 76 | 131 | 185 | 76 |
Avg Bars in Winners | 138 | 166 | 105 | 138 | 166 | 105 |
Avg Bars in Losers | 127 | 199 | 59 | 127 | 199 | 59 |
Bars Traded | 8574 | 6119 | 2455 | 8574 | 6119 | 2455 |
Profit Streak | 0 | 0 | 140.3641 | 0 | 0 | 140.3641 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128606 | 349480 | -582653 | -719277 | -583748 | -61845 |
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{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.7108 } }, "second_band": { "type": "midpoint", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.7108 } }, "second_band": { "type": "midpoint", "factors": { "length": 232, "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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