Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575409.2919 | 534844.4368 | 40564.8552 | 230920.1946 | 543832.2385 | -312912.0439 |
Total P&L (%) | 575.4093 | 534.8444 | 40.5649 | 230.9202 | 543.8322 | -312.912 |
Avg Daily Profit (%) | 0.2302 | 0.214 | 0.0162 | 0.0479 | 0.0745 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -216120 | -168087 | -87587 | -2076577 | -1305451 | -908557 |
Profit Factor | 1.9156 | 2.802 | 1.1223 | 1.0667 | 1.3089 | 0.8161 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 41.1111 | 44.4444 | 37.7778 | 41.1111 | 44.4444 | 37.7778 |
Ratio Avg Win / Avg Loss | 2.744 | 3.5025 | 1.8485 | 1.528 | 1.6361 | 1.3441 |
Largest Winning Trade | 342573 | 342573 | 71129 | 1002756 | 1002756 | 487444 |
Largest Losing Trade | -39007 | -35050 | -39007 | -704046 | -412566 | -704046 |
Avg Bars in Trades | 106 | 117 | 95 | 106 | 117 | 95 |
Avg Bars in Winners | 161 | 171 | 149 | 161 | 171 | 149 |
Avg Bars in Losers | 68 | 75 | 62 | 68 | 75 | 62 |
Bars Traded | 9591 | 5309 | 4282 | 9591 | 5309 | 4282 |
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 | 313793 | 410776 | -262899 | -278220 | -93866 | -583798 |
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{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.75583 } }, "second_band": { "type": "midpoint", "factors": { "length": 105, "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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