Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482727.8765 | 1461687.5513 | 21040.3253 | 1001639.4424 | 1142183.5916 | -140544.1492 |
Total P&L (%) | 1482.7279 | 1461.6876 | 21.0403 | 1001.6394 | 1142.1836 | -140.5441 |
Avg Daily Profit (%) | 0.6286 | 0.6197 | 0.0089 | 0.1018 | 0.1069 | 0 |
Buy And Hold Return (%) | 572.9139 | 572.9139 | 572.9139 | 572.9139 | 572.9139 | 572.9139 |
Max Trade Drawdown | -108864 | -97961 | -94366 | -1718542 | -1377312 | -1197958 |
Profit Factor | 2.6156 | 4.2131 | 1.0455 | 1.0999 | 1.2384 | 0.9732 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 126 | 59 | 67 | 126 | 59 | 67 |
Losing Trades | 146 | 77 | 69 | 146 | 77 | 69 |
Profitability (%) | 46.3235 | 43.3824 | 49.2647 | 46.3235 | 43.3824 | 49.2647 |
Ratio Avg Win / Avg Loss | 3.0307 | 5.4985 | 1.0767 | 1.2745 | 1.6162 | 1.0022 |
Largest Winning Trade | 1170115 | 1170115 | 65232 | 1853954 | 1853954 | 855829 |
Largest Losing Trade | -66218 | -28511 | -66218 | -1197958 | -417478 | -1197958 |
Avg Bars in Trades | 50 | 49 | 52 | 50 | 49 | 52 |
Avg Bars in Winners | 69 | 73 | 65 | 69 | 73 | 65 |
Avg Bars in Losers | 35 | 31 | 39 | 35 | 31 | 39 |
Bars Traded | 13867 | 6722 | 7145 | 13867 | 6722 | 7145 |
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 | 475374 | 452355 | -517694 | -175898 | -58780 | -579590 |
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{ "first_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.7028 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 20 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.7028 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 20 } } }
# | 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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