Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111541.7424 | 860119.4331 | 251422.3093 | 179138396.9643 | 162535470.0245 | 16602926.9398 |
Total P&L (%) | 1111.5417 | 860.1194 | 251.4223 | 179138.397 | 162535.47 | 16602.9269 |
Avg Daily Profit (%) | 0.4445 | 0.344 | 0.1005 | 0.3 | 0.2961 | 0.2049 |
Buy And Hold Return (%) | 757.5666 | 757.5666 | 757.5666 | 757.5666 | 757.5666 | 757.5666 |
Max Trade Drawdown | -87536 | -81220 | -18989 | -35441297 | -26976919 | -16080294 |
Profit Factor | 4.8639 | 5.2901 | 3.884 | 3.3496 | 4.2618 | 1.6286 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 62.6667 | 64.8649 | 60.5263 | 62.6667 | 64.8649 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.8977 | 2.8654 | 2.533 | 1.9955 | 2.3085 | 1.0621 |
Largest Winning Trade | 190088 | 190088 | 59643 | 67447455 | 67447455 | 16409193 |
Largest Losing Trade | -50451 | -50451 | -16829 | -26976919 | -26976919 | -7994272 |
Avg Bars in Trades | 63 | 73 | 53 | 63 | 73 | 53 |
Avg Bars in Winners | 68 | 72 | 64 | 68 | 72 | 64 |
Avg Bars in Losers | 54 | 76 | 34 | 54 | 76 | 34 |
Bars Traded | 4746 | 2732 | 2014 | 4746 | 2732 | 2014 |
Profit Streak | 104.3573 | 135.3573 | 104.3573 | 104.3573 | 135.3573 | 104.3573 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60987 | -103884 | -215603 | -43102 | 670131 | 431660 |
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{ "first_band": { "type": "t3", "factors": { "length": 31, "offset": 0, "a": 0.61257 } }, "second_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 31, "offset": 0, "a": 0.61257 } }, "second_band": { "type": "midpoint", "factors": { "length": 111, "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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