Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2192199.6049 | 2120635.413 | 71564.1919 | 755961.1572 | 3577874.7317 | -2821913.5745 |
Total P&L (%) | 2192.1996 | 2120.6354 | 71.5642 | 755.9612 | 3577.8747 | -2821.9136 |
Avg Daily Profit (%) | 0.9476 | 0.9166 | 0.0309 | 0.0928 | 0.1559 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149573 | -101473 | -168419 | -6309173 | -3127170 | -3968666 |
Profit Factor | 3.4321 | 6.1228 | 1.1468 | 1.0542 | 1.5425 | 0.6157 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Profitability (%) | 47.3251 | 47.541 | 47.1074 | 47.3251 | 47.541 | 47.1074 |
Ratio Avg Win / Avg Loss | 3.8201 | 6.7562 | 1.2877 | 1.1734 | 1.7021 | 0.6914 |
Largest Winning Trade | 1970744 | 1970744 | 80679 | 5873154 | 5873154 | 506589 |
Largest Losing Trade | -61569 | -41325 | -61569 | -1648853 | -1193499 | -1648853 |
Avg Bars in Trades | 52 | 42 | 63 | 52 | 42 | 63 |
Avg Bars in Winners | 82 | 66 | 98 | 82 | 66 | 98 |
Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
Bars Traded | 12800 | 5130 | 7670 | 12800 | 5130 | 7670 |
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 | 723211 | 741925 | -211938 | -229228 | 329465 | -582135 |
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{ "first_band": { "type": "t3", "factors": { "length": 247, "offset": 0, "a": 0.31457 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 66 } } }
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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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