Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 542991.2286 | 526545.599 | 16445.6296 | 1031277.7235 | 2177496.4099 | -1146218.6864 |
Total P&L (%) | 542.9912 | 526.5456 | 16.4456 | 1031.2777 | 2177.4964 | -1146.2187 |
Avg Daily Profit (%) | 0.298 | 0.289 | 0.009 | 0.1332 | 0.1717 | 0 |
Buy And Hold Return (%) | 479.3859 | 479.3859 | 479.3859 | 479.3859 | 479.3859 | 479.3859 |
Max Trade Drawdown | -104016 | -65953 | -107300 | -1433737 | -706277 | -1635876 |
Profit Factor | 1.3532 | 1.867 | 1.0177 | 1.1031 | 1.5784 | 0.8163 |
Total Trades | 421 | 211 | 210 | 421 | 211 | 210 |
Winning Trades | 206 | 111 | 95 | 206 | 111 | 95 |
Losing Trades | 215 | 100 | 115 | 215 | 100 | 115 |
Profitability (%) | 48.9311 | 52.6066 | 45.2381 | 48.9311 | 52.6066 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.4123 | 1.682 | 1.2319 | 1.1513 | 1.422 | 0.9882 |
Largest Winning Trade | 91245 | 91245 | 39558 | 636623 | 636623 | 255286 |
Largest Losing Trade | -41874 | -27520 | -41874 | -650312 | -289750 | -650312 |
Avg Bars in Trades | 51 | 51 | 51 | 51 | 51 | 51 |
Avg Bars in Winners | 63 | 62 | 65 | 63 | 62 | 65 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 21687 | 10847 | 10840 | 21687 | 10847 | 10840 |
Profit Streak | 20.6083 | 20.6083 | 23.2749 | 20.6083 | 20.6083 | 23.2749 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112371 | -121390 | -548385 | -124932 | 334118 | -581540 |
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{ "first_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.91695 } }, "second_band": { "type": "sma", "factors": { "length": 26, "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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