Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2110658.3246 | 2024775.1522 | 85883.1724 | 36280511.539 | 36664103.157 | -383591.618 |
Total P&L (%) | 2110.6583 | 2024.7752 | 85.8832 | 36280.5115 | 36664.1032 | -383.5916 |
Avg Daily Profit (%) | 1.1315 | 1.0855 | 0.046 | 0.3166 | 0.3172 | 0 |
Buy And Hold Return (%) | 7295.1915 | 7295.1915 | 7295.1915 | 7295.1915 | 7295.1915 | 7295.1915 |
Max Trade Drawdown | -73862 | -31996 | -90525 | -15904708 | -9060417 | -8667216 |
Profit Factor | 7.3436 | 16.0268 | 1.4338 | 1.8854 | 2.7014 | 0.9803 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 57.971 | 64.7059 | 51.4286 | 57.971 | 64.7059 | 51.4286 |
Ratio Avg Win / Avg Loss | 5.3241 | 8.7419 | 1.3541 | 1.3669 | 1.4735 | 0.9258 |
Largest Winning Trade | 1123209 | 1123209 | 58249 | 29376866 | 29376866 | 7009010 |
Largest Losing Trade | -66961 | -22915 | -66961 | -8467674 | -8467674 | -4266433 |
Avg Bars in Trades | 78 | 82 | 74 | 78 | 82 | 74 |
Avg Bars in Winners | 98 | 101 | 93 | 98 | 101 | 93 |
Avg Bars in Losers | 50 | 46 | 53 | 50 | 46 | 53 |
Bars Traded | 5395 | 2792 | 2603 | 5395 | 2792 | 2603 |
Profit Streak | 0 | 76.6123 | 0 | 0 | 76.6123 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248762 | -141388 | -296117 | -94821 | 511655 | -580602 |
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{ "first_band": { "type": "ema", "factors": { "length": 26, "offset": 74 } }, "second_band": { "type": "t3", "factors": { "length": 86, "offset": 0, "a": 0.701 } } }
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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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