Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861874.6937 | 726830.9318 | 135043.7619 | 15120782.2854 | 17403723.9097 | -2282941.6243 |
Total P&L (%) | 861.8747 | 726.8309 | 135.0438 | 15120.7823 | 17403.7239 | -2282.9416 |
Avg Daily Profit (%) | 0.3447 | 0.2907 | 0.054 | 0.2012 | 0.2068 | 0 |
Buy And Hold Return (%) | 747.3806 | 747.3806 | 747.3806 | 747.3806 | 747.3806 | 747.3806 |
Max Trade Drawdown | -73446 | -80643 | -62338 | -7841617 | -2502657 | -7889298 |
Profit Factor | 2.7154 | 3.4152 | 1.6702 | 1.7582 | 3.0118 | 0.7978 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 68 | 30 | 38 | 68 | 30 | 38 |
Losing Trades | 69 | 38 | 31 | 69 | 38 | 31 |
Profitability (%) | 49.635 | 44.1176 | 55.0725 | 49.635 | 44.1176 | 55.0725 |
Ratio Avg Win / Avg Loss | 2.7553 | 4.3259 | 1.3625 | 1.784 | 3.8149 | 0.6509 |
Largest Winning Trade | 300215 | 300215 | 47421 | 13084859 | 13084859 | 1738610 |
Largest Losing Trade | -37594 | -23087 | -37594 | -6557694 | -1689659 | -6557694 |
Avg Bars in Trades | 50 | 61 | 40 | 50 | 61 | 40 |
Avg Bars in Winners | 70 | 94 | 51 | 70 | 94 | 51 |
Avg Bars in Losers | 31 | 35 | 26 | 31 | 35 | 26 |
Bars Traded | 6982 | 4175 | 2807 | 6982 | 4175 | 2807 |
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 | -103441 | -262179 | -385540 | 417684 | -97897 | -681800 |
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{ "first_band": { "type": "t3", "factors": { "length": 63, "offset": 0, "a": 0.70065 } }, "second_band": { "type": "midprice", "factors": { "length": 121, "offset": 0 } } }
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# | 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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