Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249476.5684 | 310679.2491 | -61202.6806 | -205842.8349 | 270345.5719 | -476188.4068 |
Total P&L (%) | 249.4766 | 310.6792 | -61.2027 | -205.8428 | 270.3456 | -476.1884 |
Avg Daily Profit (%) | 0.1766 | 0.22 | -0.0433 | 0 | 0.0927 | 0 |
Buy And Hold Return (%) | 41.3109 | 41.3109 | 41.3109 | 41.3109 | 41.3109 | 41.3109 |
Max Trade Drawdown | -147725 | -81152 | -136502 | -611337 | -186314 | -620307 |
Profit Factor | 1.5782 | 2.9843 | 0.7774 | 0.8072 | 1.9122 | 0.3825 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 42 | 20 | 22 | 43 | 22 | 21 |
Losing Trades | 33 | 18 | 15 | 32 | 16 | 16 |
Profitability (%) | 56 | 52.6316 | 59.4595 | 57.3333 | 57.8947 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.24 | 2.6859 | 0.53 | 0.6007 | 1.3907 | 0.2914 |
Largest Winning Trade | 138873 | 138873 | 67533 | 204419 | 204419 | 40727 |
Largest Losing Trade | -125821 | -61676 | -125821 | -603695 | -138588 | -603695 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 32 | 28 | 36 | 31 | 25 | 37 |
Avg Bars in Losers | 31 | 40 | 20 | 32 | 45 | 19 |
Bars Traded | 2397 | 1285 | 1112 | 2397 | 1285 | 1112 |
Profit Streak | 568.4335 | 568.4335 | 568.9335 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50698 | 519449 | -578962 | -640827 | -65908 | -579896 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 106 } }, "second_band": { "type": "t3", "factors": { "length": 244, "offset": 0, "a": 0.30386 } } }
# | 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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