Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 729828.4182 | 683215.4296 | 46612.9887 | 280324.6089 | 8395868.2809 | -8115543.672 |
Total P&L (%) | 729.8284 | 683.2154 | 46.613 | 280.3246 | 8395.8683 | -8115.5437 |
Avg Daily Profit (%) | 0.3503 | 0.3279 | 0.0224 | 0.0641 | 0.2135 | 0 |
Buy And Hold Return (%) | 79.021 | 79.021 | 79.021 | 79.021 | 79.021 | 79.021 |
Max Trade Drawdown | -312066 | -153046 | -189000 | -28976047 | -16125832 | -14880010 |
Profit Factor | 1.4729 | 2.0555 | 1.052 | 1.0047 | 1.3152 | 0.7522 |
Total Trades | 495 | 248 | 247 | 495 | 248 | 247 |
Winning Trades | 232 | 117 | 115 | 232 | 117 | 115 |
Losing Trades | 263 | 131 | 132 | 263 | 131 | 132 |
Profitability (%) | 46.8687 | 47.1774 | 46.5587 | 46.8687 | 47.1774 | 46.5587 |
Ratio Avg Win / Avg Loss | 1.6697 | 2.3015 | 1.2075 | 1.139 | 1.4726 | 0.8634 |
Largest Winning Trade | 182815 | 182815 | 64030 | 13099199 | 13099199 | 2959726 |
Largest Losing Trade | -56440 | -39146 | -56440 | -5639507 | -5639507 | -3753346 |
Avg Bars in Trades | 49 | 43 | 56 | 49 | 43 | 56 |
Avg Bars in Winners | 62 | 58 | 65 | 62 | 58 | 65 |
Avg Bars in Losers | 38 | 29 | 48 | 38 | 29 | 48 |
Bars Traded | 24676 | 10727 | 13949 | 24676 | 10727 | 13949 |
Profit Streak | 9.162 | 11.7454 | 9.162 | 9.162 | 11.7454 | 9.162 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521681 | 495762 | -491995 | -322326 | 326229 | -580712 |
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{ "first_band": { "type": "t3", "factors": { "length": 221, "offset": 0, "a": 0.13329 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 125 } } }
# | 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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