Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681371.5999 | 443697.1927 | 237674.4072 | 1833456.9697 | -685081.9396 | 2518538.9093 |
Total P&L (%) | 681.3716 | 443.6972 | 237.6744 | 1833.457 | -685.0819 | 2518.5389 |
Avg Daily Profit (%) | 0.3875 | 0.2524 | 0.1352 | 0.1686 | 0 | 0.1859 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110943 | -129746 | -54906 | -4194293 | -3612068 | -2114314 |
Profit Factor | 1.4629 | 1.5852 | 1.333 | 1.0862 | 0.9384 | 1.2481 |
Total Trades | 721 | 360 | 361 | 721 | 360 | 361 |
Winning Trades | 366 | 177 | 189 | 366 | 177 | 189 |
Losing Trades | 355 | 183 | 172 | 355 | 183 | 172 |
Profitability (%) | 50.7628 | 49.1667 | 52.3546 | 50.7628 | 49.1667 | 52.3546 |
Ratio Avg Win / Avg Loss | 1.419 | 1.6389 | 1.2131 | 1.0536 | 0.9702 | 1.1358 |
Largest Winning Trade | 157133 | 157133 | 46231 | 1442048 | 1426679 | 1442048 |
Largest Losing Trade | -45608 | -33277 | -45608 | -1333861 | -1333861 | -987593 |
Avg Bars in Trades | 28 | 27 | 30 | 28 | 27 | 30 |
Avg Bars in Winners | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 20855 | 9932 | 10923 | 20855 | 9932 | 10923 |
Profit Streak | 10.7692 | 0 | 16.9358 | 10.7692 | 0 | 16.9358 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558334 | 442322 | -9571 | -113135 | -579497 | 373994 |
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.60007 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 104 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 225, "offset": 0, "a": 0.60007 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 104 } } }
# | 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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