Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606337.1863 | 1542725.1568 | 63612.0295 | 3256376.7856 | 41728.4258 | 3214648.3597 |
Total P&L (%) | 1606.3372 | 1542.7252 | 63.612 | 3256.3768 | 41.7284 | 3214.6484 |
Avg Daily Profit (%) | 0.8582 | 0.8242 | 0.034 | 0.1879 | 0.0186 | 0.1872 |
Buy And Hold Return (%) | 546.9929 | 546.9929 | 546.9929 | 546.9929 | 546.9929 | 546.9929 |
Max Trade Drawdown | -119106 | -124471 | -62329 | -5673622 | -7368621 | -2204716 |
Profit Factor | 4.4214 | 7.1525 | 1.2908 | 1.1916 | 1.0038 | 1.5316 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 42.3729 | 41.3793 | 43.3333 | 42.3729 | 41.3793 | 43.3333 |
Ratio Avg Win / Avg Loss | 6.0131 | 10.1327 | 1.688 | 1.6205 | 1.4221 | 2.0029 |
Largest Winning Trade | 998833 | 998833 | 56177 | 5222247 | 5222247 | 2446572 |
Largest Losing Trade | -47325 | -36803 | -47325 | -2638554 | -2638554 | -1970096 |
Avg Bars in Trades | 184 | 182 | 187 | 184 | 182 | 187 |
Avg Bars in Winners | 285 | 261 | 308 | 285 | 261 | 308 |
Avg Bars in Losers | 110 | 126 | 95 | 110 | 126 | 95 |
Bars Traded | 10908 | 5279 | 5629 | 10908 | 5279 | 5629 |
Profit Streak | 0 | 115.5214 | 0 | 0 | 115.5214 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165046 | 575817 | -314773 | -183915 | -552525 | 257401 |
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.6258 } }, "second_band": { "type": "midpoint", "factors": { "length": 119, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.6258 } }, "second_band": { "type": "midpoint", "factors": { "length": 119, "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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