Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2001986.3151 | 1934620.3042 | 67366.011 | 3857186.1337 | 1784903.8699 | 2072282.2637 |
Total P&L (%) | 2001.9863 | 1934.6203 | 67.366 | 3857.1861 | 1784.9039 | 2072.2823 |
Avg Daily Profit (%) | 1.0661 | 1.0302 | 0.0359 | 0.1961 | 0.1565 | 0.1641 |
Buy And Hold Return (%) | 590.0903 | 590.0903 | 590.0903 | 590.0903 | 590.0903 | 590.0903 |
Max Trade Drawdown | -86186 | -110522 | -66988 | -11074387 | -13572024 | -5316049 |
Profit Factor | 4.6607 | 7.457 | 1.2724 | 1.0861 | 1.0672 | 1.1134 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 41.4286 | 34.2857 | 48.5714 | 41.4286 | 34.2857 | 48.5714 |
Ratio Avg Win / Avg Loss | 6.5892 | 14.2925 | 1.3473 | 1.5355 | 2.0455 | 1.1789 |
Largest Winning Trade | 1332202 | 1332202 | 63428 | 12885938 | 12885938 | 3793882 |
Largest Losing Trade | -41357 | -30731 | -41357 | -4019523 | -3701925 | -4019523 |
Avg Bars in Trades | 316 | 280 | 352 | 316 | 280 | 352 |
Avg Bars in Winners | 514 | 534 | 500 | 514 | 534 | 500 |
Avg Bars in Losers | 175 | 147 | 211 | 175 | 147 | 211 |
Bars Traded | 22134 | 9811 | 12323 | 22134 | 9811 | 12323 |
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 | -83929 | 464751 | -311401 | -219165 | -146993 | -91285 |
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{ "first_band": { "type": "t3", "factors": { "length": 131, "offset": 123, "a": 0.37322 } }, "second_band": { "type": "sma", "factors": { "length": 70, "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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