Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899404.6784 | 801945.6554 | 97459.023 | 10307313.2316 | 9756746.1314 | 550567.1001 |
Total P&L (%) | 899.4047 | 801.9457 | 97.459 | 10307.3132 | 9756.7461 | 550.5671 |
Avg Daily Profit (%) | 0.4319 | 0.3851 | 0.0468 | 0.2233 | 0.2207 | 0.09 |
Buy And Hold Return (%) | 1217.7948 | 1217.7948 | 1217.7948 | 1217.7948 | 1217.7948 | 1217.7948 |
Max Trade Drawdown | -73971 | -70787 | -38945 | -1979300 | -1863707 | -1210869 |
Profit Factor | 2.8703 | 4.2925 | 1.4106 | 2.0228 | 2.7702 | 1.1206 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Profitability (%) | 43.9024 | 44.2623 | 43.5484 | 43.9024 | 44.2623 | 43.5484 |
Ratio Avg Win / Avg Loss | 3.6676 | 5.4053 | 1.8286 | 2.5847 | 3.4884 | 1.4526 |
Largest Winning Trade | 340186 | 340186 | 50161 | 5745271 | 5745271 | 1213229 |
Largest Losing Trade | -31495 | -23564 | -31495 | -1122527 | -1122527 | -637318 |
Avg Bars in Trades | 197 | 201 | 193 | 197 | 201 | 193 |
Avg Bars in Winners | 286 | 297 | 275 | 286 | 297 | 275 |
Avg Bars in Losers | 127 | 125 | 130 | 127 | 125 | 130 |
Bars Traded | 24289 | 12283 | 12006 | 24289 | 12283 | 12006 |
Profit Streak | 0 | 84.305 | 0 | 0 | 84.305 | 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 | -152323 | -312235 | -451284 | 361297 | -149852 | -483077 |
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{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.66804 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.66804 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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