Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986268.9537 | 797660.8942 | 188608.0595 | 952505.1699 | -338275.7625 | 1290780.9324 |
Total P&L (%) | 986.269 | 797.6609 | 188.6081 | 952.5052 | -338.2758 | 1290.7809 |
Avg Daily Profit (%) | 0.6659 | 0.5386 | 0.1274 | 0.1591 | 0 | 0.1779 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155803 | -183369 | -43298 | -2098237 | -2088087 | -417100 |
Profit Factor | 2.6848 | 2.865 | 2.196 | 1.1584 | 0.9254 | 1.8721 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 36 | 13 | 23 | 36 | 13 | 23 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 41.3793 | 29.5455 | 53.4884 | 41.3793 | 29.5455 | 53.4884 |
Ratio Avg Win / Avg Loss | 3.8034 | 6.8319 | 1.9096 | 1.641 | 2.2067 | 1.628 |
Largest Winning Trade | 588890 | 588890 | 56198 | 921549 | 921549 | 518023 |
Largest Losing Trade | -51639 | -51639 | -26119 | -1034651 | -1034651 | -357753 |
Avg Bars in Trades | 49 | 66 | 32 | 49 | 66 | 32 |
Avg Bars in Winners | 71 | 110 | 50 | 71 | 110 | 50 |
Avg Bars in Losers | 33 | 47 | 12 | 33 | 47 | 12 |
Bars Traded | 4311 | 2915 | 1395 | 4311 | 2915 | 1395 |
Profit Streak | 0 | 0 | 205.1631 | 0 | 0 | 205.1631 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504783 | 240427 | -16962 | -40642 | -587722 | 477558 |
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{ "first_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.6574 } }, "second_band": { "type": "midpoint", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.6574 } }, "second_band": { "type": "midpoint", "factors": { "length": 95, "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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