Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2574184.7973 | 2489478.1927 | 84706.6046 | 5787258.5617 | -229625.5237 | 6016884.0854 |
Total P&L (%) | 2574.1848 | 2489.4782 | 84.7066 | 5787.2586 | -229.6255 | 6016.8841 |
Avg Daily Profit (%) | 1.1365 | 1.0991 | 0.0374 | 0.1801 | 0 | 0.1818 |
Buy And Hold Return (%) | 363.8158 | 363.8158 | 363.8158 | 363.8158 | 363.8158 | 363.8158 |
Max Trade Drawdown | -183114 | -162051 | -75094 | -20840448 | -16736454 | -7670020 |
Profit Factor | 5.4039 | 7.841 | 1.384 | 1.1099 | 0.9936 | 1.3591 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 45.4545 | 39.4737 | 51.2821 | 45.4545 | 39.4737 | 51.2821 |
Ratio Avg Win / Avg Loss | 6.4847 | 12.0228 | 1.3148 | 1.3319 | 1.5235 | 1.2912 |
Largest Winning Trade | 2101202 | 2101202 | 57162 | 13619978 | 13619978 | 8156010 |
Largest Losing Trade | -44255 | -44255 | -41666 | -10045481 | -10045481 | -3235119 |
Avg Bars in Trades | 51 | 78 | 24 | 51 | 78 | 24 |
Avg Bars in Winners | 67 | 108 | 37 | 67 | 108 | 37 |
Avg Bars in Losers | 37 | 59 | 11 | 37 | 59 | 11 |
Bars Traded | 3954 | 2995 | 959 | 3954 | 2995 | 959 |
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 | -26496 | 639665 | -307658 | -139831 | -582080 | 316501 |
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 0, "a": 0.61363 } }, "second_band": { "type": "midpoint", "factors": { "length": 110, "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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