Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926723.1023 | 800029.9944 | 126693.1079 | 13978550.9848 | 19842430.7486 | -5863879.7638 |
Total P&L (%) | 926.7231 | 800.03 | 126.6931 | 13978.551 | 19842.4307 | -5863.8798 |
Avg Daily Profit (%) | 0.3706 | 0.32 | 0.0507 | 0.1981 | 0.212 | 0 |
Buy And Hold Return (%) | 933.2801 | 933.2801 | 933.2801 | 933.2801 | 933.2801 | 933.2801 |
Max Trade Drawdown | -153999 | -122393 | -72796 | -14211581 | -7381892 | -10737110 |
Profit Factor | 2.5755 | 3.1967 | 1.5656 | 1.329 | 1.8565 | 0.6965 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Profitability (%) | 51.2195 | 45.9016 | 56.4516 | 51.2195 | 45.9016 | 56.4516 |
Ratio Avg Win / Avg Loss | 2.4529 | 3.7676 | 1.2077 | 1.2657 | 2.1881 | 0.5373 |
Largest Winning Trade | 275060 | 275060 | 63138 | 18128138 | 18128138 | 3281575 |
Largest Losing Trade | -29482 | -26289 | -29482 | -7287717 | -4911103 | -7287717 |
Avg Bars in Trades | 56 | 70 | 43 | 56 | 70 | 43 |
Avg Bars in Winners | 72 | 89 | 58 | 72 | 89 | 58 |
Avg Bars in Losers | 41 | 54 | 24 | 41 | 54 | 24 |
Bars Traded | 6996 | 4293 | 2703 | 6996 | 4293 | 2703 |
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 | -150886 | -313879 | -442660 | 315597 | -151610 | -734122 |
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{ "first_band": { "type": "t3", "factors": { "length": 57, "offset": 0, "a": 0.61657 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 57, "offset": 0, "a": 0.61657 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "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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