Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 809784.0786 | 727879.5547 | 81904.524 | 3749977.9111 | 8285896.6257 | -4535918.7147 |
Total P&L (%) | 809.7841 | 727.8796 | 81.9045 | 3749.9779 | 8285.8966 | -4535.9187 |
Avg Daily Profit (%) | 0.324 | 0.2912 | 0.0328 | 0.1462 | 0.1774 | 0 |
Buy And Hold Return (%) | 738.101 | 738.101 | 738.101 | 738.101 | 738.101 | 738.101 |
Max Trade Drawdown | -89532 | -46703 | -96240 | -5578028 | -2117313 | -6731061 |
Profit Factor | 2.6685 | 4.4556 | 1.2982 | 1.2949 | 2.9647 | 0.4662 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 2.8053 | 4.9246 | 1.2982 | 1.3613 | 3.2767 | 0.4662 |
Largest Winning Trade | 332952 | 332952 | 50210 | 6540142 | 6540142 | 628271 |
Largest Losing Trade | -61148 | -31842 | -61148 | -3187273 | -1693448 | -3187273 |
Avg Bars in Trades | 184 | 187 | 180 | 184 | 187 | 180 |
Avg Bars in Winners | 227 | 230 | 223 | 227 | 230 | 223 |
Avg Bars in Losers | 143 | 148 | 137 | 143 | 148 | 137 |
Bars Traded | 14730 | 7510 | 7220 | 14730 | 7510 | 7220 |
Profit Streak | 0 | 165.4903 | 0 | 0 | 165.4903 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145638 | -149541 | -314785 | -22972 | 487039 | -580749 |
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.75584 } }, "second_band": { "type": "sma", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.75584 } }, "second_band": { "type": "sma", "factors": { "length": 91, "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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