Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498434.457 | 444518.7749 | 53915.6822 | 850066.4534 | 481571.1843 | 368495.2691 |
Total P&L (%) | 498.4345 | 444.5188 | 53.9157 | 850.0665 | 481.5712 | 368.4953 |
Avg Daily Profit (%) | 0.2521 | 0.2248 | 0.0273 | 0.1139 | 0.0891 | 0.0781 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125649 | -63443 | -113941 | -375120 | -466605 | -170767 |
Profit Factor | 2.1887 | 3.3796 | 1.2319 | 1.7205 | 1.7727 | 1.662 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 28.2353 | 34.8837 | 21.4286 | 28.2353 | 34.8837 | 21.4286 |
Ratio Avg Win / Avg Loss | 5.563 | 6.3086 | 4.5169 | 4.3729 | 3.3091 | 6.094 |
Largest Winning Trade | 149278 | 149278 | 75223 | 387535 | 330239 | 387535 |
Largest Losing Trade | -29048 | -28402 | -29048 | -174954 | -174954 | -86980 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 182 | 141 | 250 | 182 | 141 | 250 |
Avg Bars in Losers | 19 | 19 | 20 | 19 | 19 | 20 |
Bars Traded | 5582 | 2653 | 2929 | 5582 | 2653 | 2929 |
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 | -3097 | 304861 | -202250 | -52533 | -76483 | -130974 |
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{ "first_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.55418 } }, "second_band": { "type": "ohlc4", "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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