Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1367543.1939 | 1380977.936 | -13434.7421 | 501807.8156 | 1253222.8072 | -751414.9916 |
Total P&L (%) | 1367.5432 | 1380.9779 | -13.4347 | 501.8078 | 1253.2228 | -751.415 |
Avg Daily Profit (%) | 0.6224 | 0.6285 | -0.0061 | 0.0817 | 0.1186 | 0 |
Buy And Hold Return (%) | 507.8897 | 507.8897 | 507.8897 | 507.8897 | 507.8897 | 507.8897 |
Max Trade Drawdown | -222009 | -186854 | -83611 | -934272 | -516013 | -740660 |
Profit Factor | 2.7354 | 3.7539 | 0.9531 | 1.1715 | 1.7706 | 0.4216 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 45.0382 | 40 | 50 | 45.0382 | 40 | 50 |
Ratio Avg Win / Avg Loss | 3.3381 | 5.6309 | 0.9531 | 1.4297 | 2.6559 | 0.4216 |
Largest Winning Trade | 804894 | 804894 | 33839 | 1084057 | 1084057 | 79025 |
Largest Losing Trade | -33066 | -33066 | -32379 | -317814 | -230053 | -317814 |
Avg Bars in Trades | 99 | 167 | 31 | 99 | 167 | 31 |
Avg Bars in Winners | 124 | 231 | 39 | 124 | 231 | 39 |
Avg Bars in Losers | 78 | 125 | 24 | 78 | 125 | 24 |
Bars Traded | 13016 | 10908 | 2108 | 13016 | 10908 | 2108 |
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 | 428426 | -120626 | -704958 | -282629 | -170471 | -704958 |
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{ "first_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.71401 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } } }
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# | 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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