Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617610.5013 | 558168.8745 | 59441.6269 | 232545.9432 | 591173.2064 | -358627.2631 |
Total P&L (%) | 617.6105 | 558.1689 | 59.4416 | 232.5459 | 591.1732 | -358.6273 |
Avg Daily Profit (%) | 0.2461 | 0.2224 | 0.0237 | 0.0479 | 0.0771 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206044 | -178818 | -89801 | -1633247 | -1009518 | -1209062 |
Profit Factor | 1.9633 | 2.7198 | 1.1878 | 1.0698 | 1.3922 | 0.8036 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 39.0244 | 36.5854 | 41.4634 | 39.0244 | 36.5854 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.0677 | 4.7143 | 1.6769 | 1.6715 | 2.4131 | 1.1345 |
Largest Winning Trade | 437717 | 437717 | 62558 | 887187 | 887187 | 681811 |
Largest Losing Trade | -35150 | -27629 | -35150 | -387595 | -240558 | -387595 |
Avg Bars in Trades | 117 | 113 | 122 | 117 | 113 | 122 |
Avg Bars in Winners | 193 | 212 | 177 | 193 | 212 | 177 |
Avg Bars in Losers | 68 | 55 | 82 | 68 | 55 | 82 |
Bars Traded | 9640 | 4636 | 5004 | 9640 | 4636 | 5004 |
Profit Streak | 53.9124 | 63.6624 | 0 | 53.9124 | 63.6624 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321 | 316693 | -178079 | -284097 | -92489 | -582395 |
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.68338 } }, "second_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.78275 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 126, "offset": 0, "a": 0.68338 } }, "second_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.78275 } } }
# | 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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