Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872444.1588 | 761686.9963 | 110757.1625 | 9639483.4696 | 9810656.6805 | -171173.2109 |
Total P&L (%) | 872.4442 | 761.687 | 110.7572 | 9639.4835 | 9810.6567 | -171.1732 |
Avg Daily Profit (%) | 0.3489 | 0.3046 | 0.0443 | 0.1833 | 0.184 | 0 |
Buy And Hold Return (%) | 688.2428 | 688.2428 | 688.2428 | 688.2428 | 688.2428 | 688.2428 |
Max Trade Drawdown | -136418 | -111532 | -74183 | -3599825 | -3214254 | -4529005 |
Profit Factor | 2.3942 | 3.3726 | 1.3635 | 1.6033 | 2.2161 | 0.9784 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Profitability (%) | 53.0769 | 53.8462 | 52.3077 | 53.0769 | 53.8462 | 52.3077 |
Ratio Avg Win / Avg Loss | 2.1166 | 2.8908 | 1.2432 | 1.4174 | 1.8995 | 0.892 |
Largest Winning Trade | 179630 | 179630 | 64741 | 4826437 | 4826437 | 1419867 |
Largest Losing Trade | -52452 | -52452 | -39862 | -1708438 | -1575832 | -1708438 |
Avg Bars in Trades | 75 | 93 | 57 | 75 | 93 | 57 |
Avg Bars in Winners | 91 | 93 | 89 | 91 | 93 | 89 |
Avg Bars in Losers | 57 | 93 | 22 | 57 | 93 | 22 |
Bars Traded | 9811 | 6076 | 3735 | 9811 | 6076 | 3735 |
Profit Streak | 0 | 0 | 81.7406 | 0 | 0 | 81.7406 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67897 | -248379 | -429876 | 380225 | -119063 | -711601 |
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.7016 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.7016 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "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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