Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674454.5836 | 576040.0495 | 98414.5341 | 878513.0876 | 645528.0466 | 232985.041 |
Total P&L (%) | 674.4546 | 576.04 | 98.4145 | 878.5131 | 645.528 | 232.985 |
Avg Daily Profit (%) | 0.2932 | 0.2504 | 0.0428 | 0.0992 | 0.0874 | 0.0523 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115325 | -85079 | -53424 | -782441 | -534709 | -249597 |
Profit Factor | 2.4074 | 3.2966 | 1.4309 | 1.386 | 1.5 | 1.2365 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 2.8087 | 4.4739 | 1.4309 | 1.617 | 2.0358 | 1.2365 |
Largest Winning Trade | 318540 | 318540 | 58537 | 444762 | 444762 | 364126 |
Largest Losing Trade | -39446 | -37097 | -39446 | -318081 | -318081 | -208058 |
Avg Bars in Trades | 65 | 67 | 64 | 65 | 67 | 64 |
Avg Bars in Winners | 98 | 96 | 99 | 98 | 96 | 99 |
Avg Bars in Losers | 38 | 46 | 28 | 38 | 46 | 28 |
Bars Traded | 4277 | 2226 | 2051 | 4277 | 2226 | 2051 |
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 | -124352 | 424798 | -134914 | -196181 | -76457 | -123405 |
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 0, "a": 0.70381 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 0, "a": 0.70381 } }, "second_band": { "type": "midpoint", "factors": { "length": 30, "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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