Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908491.9707 | 811835.8067 | 96656.164 | 3747083.0344 | 2653886.6964 | 1093196.338 |
Total P&L (%) | 908.492 | 811.8358 | 96.6562 | 3747.083 | 2653.8867 | 1093.1963 |
Avg Daily Profit (%) | 0.4907 | 0.4385 | 0.0522 | 0.1973 | 0.1792 | 0.134 |
Buy And Hold Return (%) | 168.6954 | 168.6954 | 168.6954 | 168.6954 | 168.6954 | 168.6954 |
Max Trade Drawdown | -81750 | -68375 | -56082 | -4387977 | -3975829 | -1801548 |
Profit Factor | 2.8856 | 4.4802 | 1.3889 | 1.2889 | 1.3035 | 1.2586 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.8856 | 4.4802 | 1.3889 | 1.2889 | 1.3035 | 1.2586 |
Largest Winning Trade | 366127 | 366127 | 73761 | 2849889 | 2849889 | 1897082 |
Largest Losing Trade | -60900 | -39837 | -60900 | -1996416 | -1996416 | -1049850 |
Avg Bars in Trades | 181 | 214 | 148 | 181 | 214 | 148 |
Avg Bars in Winners | 271 | 321 | 220 | 271 | 321 | 220 |
Avg Bars in Losers | 91 | 106 | 76 | 91 | 106 | 76 |
Bars Traded | 10886 | 6428 | 4458 | 10886 | 6428 | 4458 |
Profit Streak | 0 | 0 | 73.5404 | 0 | 0 | 73.5404 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158544 | 573920 | -287841 | -165468 | 285059 | -13737 |
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{ "first_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.65478 } }, "second_band": { "type": "midpoint", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.65478 } }, "second_band": { "type": "midpoint", "factors": { "length": 146, "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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