Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209149.3424 | 364440.19 | -155290.8477 | -145866.418 | 614392.5046 | -760258.9226 |
Total P&L (%) | 209.1493 | 364.4402 | -155.2908 | -145.8664 | 614.3925 | -760.2589 |
Avg Daily Profit (%) | 0.1115 | 0.1943 | -0.0828 | 0 | 0.1049 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -347326 | -88130 | -277821 | -1955397 | -1060081 | -1601806 |
Profit Factor | 1.2417 | 2.1425 | 0.7158 | 0.9739 | 1.2644 | 0.7677 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 47 | 22 | 25 | 52 | 27 | 25 |
Losing Trades | 39 | 21 | 18 | 34 | 16 | 18 |
Profitability (%) | 54.6512 | 51.1628 | 58.1395 | 60.4651 | 62.7907 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.0304 | 2.0452 | 0.5153 | 0.6368 | 0.7493 | 0.5528 |
Largest Winning Trade | 298320 | 298320 | 39280 | 594652 | 594652 | 392906 |
Largest Losing Trade | -208127 | -49447 | -208127 | -829360 | -749756 | -829360 |
Avg Bars in Trades | 62 | 67 | 58 | 62 | 67 | 58 |
Avg Bars in Winners | 69 | 66 | 72 | 65 | 64 | 66 |
Avg Bars in Losers | 55 | 68 | 39 | 58 | 72 | 46 |
Bars Traded | 5417 | 2900 | 2517 | 5417 | 2900 | 2517 |
Profit Streak | 0 | 0 | 0 | 173.7219 | 259.3885 | 173.7219 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43596 | 426563 | -579672 | -577558 | -51308 | -579089 |
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{ "first_band": { "type": "t3", "factors": { "length": 151, "offset": 0, "a": 0.73775 } }, "second_band": { "type": "midpoint", "factors": { "length": 31, "offset": 62 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 151, "offset": 0, "a": 0.73775 } }, "second_band": { "type": "midpoint", "factors": { "length": 31, "offset": 62 } } }
# | 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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