Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1714714.2896 | 1540960.8189 | 173753.4707 | 1240377.8334 | -860788.7863 | 2101166.6197 |
Total P&L (%) | 1714.7143 | 1540.9608 | 173.7535 | 1240.3778 | -860.7888 | 2101.1666 |
Avg Daily Profit (%) | 0.9565 | 0.8596 | 0.0969 | 0.1449 | 0 | 0.1726 |
Buy And Hold Return (%) | 275.0062 | 275.0062 | 275.0062 | 275.0062 | 275.0062 | 275.0062 |
Max Trade Drawdown | -122837 | -178745 | -63000 | -1668808 | -2834072 | -579677 |
Profit Factor | 5.088 | 6.7633 | 2.1425 | 1.2248 | 0.7926 | 2.5371 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 52.5 | 40 | 65 | 52.5 | 40 | 65 |
Ratio Avg Win / Avg Loss | 4.6034 | 10.145 | 1.1537 | 1.1082 | 1.1889 | 1.3661 |
Largest Winning Trade | 1610898 | 1610898 | 39950 | 1847760 | 1847760 | 576932 |
Largest Losing Trade | -57597 | -32847 | -57597 | -580990 | -580990 | -319483 |
Avg Bars in Trades | 79 | 91 | 67 | 79 | 91 | 67 |
Avg Bars in Winners | 107 | 150 | 80 | 107 | 150 | 80 |
Avg Bars in Losers | 48 | 51 | 42 | 48 | 51 | 42 |
Bars Traded | 6360 | 3657 | 2703 | 6360 | 3657 | 2703 |
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 | -2802 | 610348 | -224420 | -24808 | -582972 | 486063 |
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{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.10168 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 101, "offset": 0, "a": 0.10168 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "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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