Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1631494.7412 | 12739.0486 | -1644233.7897 | 1356307.8192 | -21493893.3239 | 22850201.1431 |
Total P&L (%) | -1631.4947 | 12.739 | -1644.2338 | 1356.3078 | -21493.8933 | 22850.2011 |
Avg Daily Profit (%) | -0.7193 | 0.0056 | -0.7249 | 0.1182 | 0 | 0.2399 |
Buy And Hold Return (%) | 366.7763 | 366.7763 | 366.7763 | 366.7763 | 366.7763 | 366.7763 |
Max Trade Drawdown | -1782543 | -133352 | -1742383 | -22888700 | -21874719 | -5055271 |
Profit Factor | 0.2572 | 1.0416 | 0.1299 | 1.0351 | 0.2812 | 3.6009 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 51 | 25 | 26 | 43 | 19 | 24 |
Losing Trades | 18 | 9 | 9 | 26 | 15 | 11 |
Profitability (%) | 73.913 | 73.5294 | 74.2857 | 62.3188 | 55.8824 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.0908 | 0.375 | 0.045 | 0.6259 | 0.222 | 1.6504 |
Largest Winning Trade | 70608 | 70608 | 35678 | 25642547 | 2564044 | 25642547 |
Largest Losing Trade | -1332493 | -56032 | -1332493 | -9410434 | -9410434 | -2569740 |
Avg Bars in Trades | 123 | 133 | 114 | 123 | 133 | 114 |
Avg Bars in Winners | 65 | 60 | 70 | 78 | 62 | 91 |
Avg Bars in Losers | 287 | 334 | 239 | 197 | 222 | 164 |
Bars Traded | 8521 | 4525 | 3996 | 8521 | 4525 | 3996 |
Profit Streak | 172.0358 | 172.0358 | 288.0358 | 172.0358 | 172.0358 | 288.0358 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -682210 | -523178 | -576248 | -323903 | -578677 | 681741 |
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{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.62358 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 184, "offset": 0, "a": 0.62358 } } }
# | 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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