Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2788953.8455 | 2606041.7014 | 182912.1441 | 6322285.6829 | -5260641.0798 | 11582926.7627 |
Total P&L (%) | 2788.9538 | 2606.0417 | 182.9121 | 6322.2857 | -5260.6411 | 11582.9268 |
Avg Daily Profit (%) | 1.2025 | 1.1237 | 0.0789 | 0.1796 | 0 | 0.2055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123807 | -111620 | -56712 | -24793704 | -21937412 | -9602620 |
Profit Factor | 4.7418 | 6.4989 | 1.6739 | 1.0702 | 0.9115 | 1.3783 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 45.3782 | 43.3333 | 47.4576 | 45.3782 | 43.3333 | 47.4576 |
Ratio Avg Win / Avg Loss | 5.7077 | 8.4986 | 1.8532 | 1.2882 | 1.192 | 1.526 |
Largest Winning Trade | 2380747 | 2380747 | 67845 | 10853748 | 10853748 | 7583667 |
Largest Losing Trade | -34174 | -30611 | -34174 | -7506108 | -7506108 | -4884667 |
Avg Bars in Trades | 75 | 77 | 72 | 75 | 77 | 72 |
Avg Bars in Winners | 106 | 105 | 108 | 106 | 105 | 108 |
Avg Bars in Losers | 48 | 56 | 39 | 48 | 56 | 39 |
Bars Traded | 8944 | 4671 | 4273 | 8944 | 4671 | 4273 |
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 | 707019 | -149797 | -262148 | -136931 | -750884 | -167910 |
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{ "first_band": { "type": "t3", "factors": { "length": 121, "offset": 0, "a": 0.7611 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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