Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6712486.0819 | 6750232.3969 | -37746.315 | 268951.6739 | 309230.7271 | -40279.0531 |
Total P&L (%) | 6712.4861 | 6750.2324 | -37.7463 | 268.9517 | 309.2307 | -40.2791 |
Avg Daily Profit (%) | 2.8457 | 2.8617 | -0.016 | 0.0554 | 0.0598 | -0.0219 |
Buy And Hold Return (%) | 564.0247 | 564.0247 | 564.0247 | 564.0247 | 564.0247 | 564.0247 |
Max Trade Drawdown | -184134 | -116497 | -136786 | -597301 | -736491 | -416554 |
Profit Factor | 11.3489 | 22.6374 | 0.8879 | 1.0985 | 1.2214 | 0.9698 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 37.7193 | 33.3333 | 42.1053 | 37.7193 | 33.3333 | 42.1053 |
Ratio Avg Win / Avg Loss | 18.7389 | 45.2747 | 1.2208 | 1.8138 | 2.4428 | 1.3335 |
Largest Winning Trade | 6870933 | 6870933 | 60557 | 901155 | 901155 | 247936 |
Largest Losing Trade | -46749 | -25120 | -46749 | -185838 | -185838 | -108175 |
Avg Bars in Trades | 119 | 101 | 137 | 119 | 101 | 137 |
Avg Bars in Winners | 236 | 201 | 265 | 236 | 201 | 265 |
Avg Bars in Losers | 48 | 52 | 44 | 48 | 52 | 44 |
Bars Traded | 13635 | 5799 | 7836 | 13635 | 5799 | 7836 |
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 | 683892 | -163330 | -762236 | -400292 | -465010 | -762236 |
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{ "first_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.02906 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.02906 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | 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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