Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1510489.9548 | 239852.1939 | -1750342.1487 | -34415.7078 | -25324809.4926 | 25290393.7848 |
Total P&L (%) | -1510.49 | 239.8522 | -1750.3421 | -34.4157 | -25324.8095 | 25290.3938 |
Avg Daily Profit (%) | -0.7693 | 0.1222 | -0.8914 | -0.0215 | 0 | 0.2824 |
Buy And Hold Return (%) | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 | 1692.1587 |
Max Trade Drawdown | -1881009 | -117901 | -1941649 | -45385477 | -26143816 | -19831894 |
Profit Factor | 0.3418 | 2.05 | 0.153 | 0.9993 | 0.0442 | 2.2429 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 47 | 23 | 24 | 45 | 21 | 24 |
Losing Trades | 23 | 12 | 11 | 25 | 14 | 11 |
Profitability (%) | 67.1429 | 65.7143 | 68.5714 | 64.2857 | 60 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.1673 | 1.0696 | 0.0701 | 0.5551 | 0.0295 | 1.028 |
Largest Winning Trade | 110604 | 110604 | 59782 | 44897319 | 231846 | 44897319 |
Largest Losing Trade | -1731875 | -59050 | -1731875 | -23254844 | -23254844 | -15664012 |
Avg Bars in Trades | 108 | 112 | 103 | 108 | 112 | 103 |
Avg Bars in Winners | 63 | 63 | 63 | 68 | 66 | 70 |
Avg Bars in Losers | 198 | 206 | 190 | 179 | 181 | 176 |
Bars Traded | 7571 | 3939 | 3632 | 7571 | 3939 | 3632 |
Profit Streak | 441.686 | 441.686 | 560.686 | 441.686 | 441.686 | 560.686 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675717 | -190312 | -577045 | -676087 | -578906 | 562747 |
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{ "first_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.9359 } }, "second_band": { "type": "t3", "factors": { "length": 146, "offset": 0, "a": 0.77754 } } }
# | 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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