Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1837239.0845 | -136324.3114 | -1700914.7731 | -90124.8277 | 3217145.9006 | -3307270.7282 |
Total P&L (%) | -1837.2391 | -136.3243 | -1700.9148 | -90.1248 | 3217.1459 | -3307.2707 |
Avg Daily Profit (%) | -0.9754 | -0.0724 | -0.903 | -0.1228 | 0.1861 | 0 |
Buy And Hold Return (%) | 164.0036 | 164.0036 | 164.0036 | 164.0036 | 164.0036 | 164.0036 |
Max Trade Drawdown | -2033712 | -270071 | -1800895 | -4375484 | -836680 | -3639642 |
Profit Factor | 0.1961 | 0.6232 | 0.1158 | 0.9874 | 4.3863 | 0.4646 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 59 | 25 | 34 | 49 | 28 | 21 |
Losing Trades | 24 | 16 | 8 | 34 | 13 | 21 |
Profitability (%) | 71.0843 | 60.9756 | 80.9524 | 59.0361 | 68.2927 | 50 |
Ratio Avg Win / Avg Loss | 0.0798 | 0.3988 | 0.0272 | 0.6851 | 2.0365 | 0.4646 |
Largest Winning Trade | 28785 | 28785 | 18584 | 2415876 | 1983267 | 2415876 |
Largest Losing Trade | -1052686 | -61364 | -1052686 | -3211703 | -836680 | -3211703 |
Avg Bars in Trades | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Winners | 20 | 21 | 19 | 82 | 93 | 67 |
Avg Bars in Losers | 174 | 167 | 187 | 39 | 45 | 35 |
Bars Traded | 5363 | 3215 | 2148 | 5363 | 3215 | 2148 |
Profit Streak | 92.2718 | 92.2718 | 287.2718 | 92.2718 | 92.2718 | 350.9385 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577432 | -577917 | -575253 | -578994 | 686611 | -579238 |
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{ "first_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.78706 } }, "second_band": { "type": "sma", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 4, "offset": 0, "a": 0.78706 } }, "second_band": { "type": "sma", "factors": { "length": 161, "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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