Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781037.4594 | 548925.7268 | 232111.7326 | 10057557.0604 | 4395770.5058 | 5661786.5546 |
Total P&L (%) | 781.0375 | 548.9257 | 232.1117 | 10057.5571 | 4395.7705 | 5661.7866 |
Avg Daily Profit (%) | 0.3953 | 0.2778 | 0.1175 | 0.2341 | 0.1928 | 0.2054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78914 | -68173 | -103860 | -6864109 | -6060755 | -3681428 |
Profit Factor | 2.2851 | 2.7166 | 1.806 | 1.3566 | 1.2544 | 1.5182 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 47.2441 | 46.875 | 47.619 | 47.2441 | 46.875 | 47.619 |
Ratio Avg Win / Avg Loss | 2.5517 | 3.0788 | 1.9866 | 1.5148 | 1.4216 | 1.6701 |
Largest Winning Trade | 132085 | 132085 | 67416 | 3739836 | 3739836 | 2196870 |
Largest Losing Trade | -46730 | -23503 | -46730 | -2423266 | -2423266 | -1708262 |
Avg Bars in Trades | 91 | 68 | 114 | 91 | 68 | 114 |
Avg Bars in Winners | 144 | 106 | 182 | 144 | 106 | 182 |
Avg Bars in Losers | 43 | 34 | 52 | 43 | 34 | 52 |
Bars Traded | 11577 | 4374 | 7203 | 11577 | 4374 | 7203 |
Profit Streak | 0 | 0 | 547.8426 | 0 | 0 | 547.8426 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 479594 | -126509 | -179032 | 328861 | -132614 | -135659 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.66774 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 12, "offset": 0, "a": 0.66774 } } }
# | 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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