Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316918.81 | 1166093.855 | 150824.9551 | 11278482.1278 | 5292350.3004 | 5986131.8273 |
Total P&L (%) | 1316.9188 | 1166.0939 | 150.825 | 11278.4821 | 5292.3503 | 5986.1318 |
Avg Daily Profit (%) | 0.7134 | 0.6317 | 0.0817 | 0.2568 | 0.2163 | 0.2228 |
Buy And Hold Return (%) | 133.6776 | 133.6776 | 133.6776 | 133.6776 | 133.6776 | 133.6776 |
Max Trade Drawdown | -87684 | -37231 | -60031 | -8461324 | -5421798 | -5262341 |
Profit Factor | 4.1105 | 6.9926 | 1.6592 | 1.4803 | 1.398 | 1.5879 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 36.2319 | 34.2857 | 38.2353 | 36.2319 | 34.2857 | 38.2353 |
Ratio Avg Win / Avg Loss | 7.2344 | 13.4024 | 2.6803 | 2.6054 | 2.6794 | 2.5651 |
Largest Winning Trade | 798852 | 798852 | 75296 | 5822120 | 5270380 | 5822120 |
Largest Losing Trade | -39085 | -26591 | -39085 | -3214499 | -2574204 | -3214499 |
Avg Bars in Trades | 313 | 294 | 334 | 313 | 294 | 334 |
Avg Bars in Winners | 660 | 636 | 682 | 660 | 636 | 682 |
Avg Bars in Losers | 117 | 115 | 118 | 117 | 115 | 118 |
Bars Traded | 21664 | 10296 | 11368 | 21664 | 10296 | 11368 |
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 | -92063 | 508864 | -211183 | -100811 | 138581 | 237418 |
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{ "first_band": { "type": "t3", "factors": { "length": 194, "offset": 0, "a": 0.11145 } }, "second_band": { "type": "ssf", "factors": { "length": 73, "offset": 0, "poles": 2 } } }
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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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