Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564555.881 | 420106.8379 | 144449.0431 | 1361798.4574 | 840593.3464 | 521205.111 |
Total P&L (%) | 564.5559 | 420.1068 | 144.449 | 1361.7985 | 840.5933 | 521.2051 |
Avg Daily Profit (%) | 0.2711 | 0.2017 | 0.0694 | 0.1289 | 0.1077 | 0.0877 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176898 | -162021 | -59920 | -1775535 | -1451959 | -713619 |
Profit Factor | 1.6567 | 1.9255 | 1.356 | 1.1895 | 1.2174 | 1.1569 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 47.7528 | 42.6966 | 52.809 | 47.7528 | 42.6966 | 52.809 |
Ratio Avg Win / Avg Loss | 1.8126 | 2.5842 | 1.2117 | 1.3014 | 1.6339 | 1.0339 |
Largest Winning Trade | 94189 | 94189 | 47983 | 739812 | 739812 | 478652 |
Largest Losing Trade | -31925 | -31925 | -29782 | -454427 | -454427 | -415864 |
Avg Bars in Trades | 139 | 146 | 131 | 139 | 146 | 131 |
Avg Bars in Winners | 192 | 217 | 172 | 192 | 217 | 172 |
Avg Bars in Losers | 90 | 93 | 86 | 90 | 93 | 86 |
Bars Traded | 24765 | 13028 | 11737 | 24765 | 13028 | 11737 |
Profit Streak | 0 | 0 | 37.3373 | 0 | 0 | 37.3373 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426279 | 292881 | -99314 | -32595 | -51292 | -122700 |
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{ "first_band": { "type": "t3", "factors": { "length": 89, "offset": 0, "a": 0.54227 } }, "second_band": { "type": "ssf", "factors": { "length": 126, "offset": 0, "poles": 3 } } }
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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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