Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879996.9305 | 825310.3195 | 54686.611 | 678949.1495 | 221504.9053 | 457444.2442 |
Total P&L (%) | 879.9969 | 825.3103 | 54.6866 | 678.9491 | 221.5049 | 457.4442 |
Avg Daily Profit (%) | 0.4037 | 0.3786 | 0.0251 | 0.0942 | 0.0536 | 0.0788 |
Buy And Hold Return (%) | 403.8335 | 403.8335 | 403.8335 | 403.8335 | 403.8335 | 403.8335 |
Max Trade Drawdown | -107814 | -96994 | -135952 | -434259 | -572577 | -189988 |
Profit Factor | 2.4642 | 3.1443 | 1.253 | 1.3819 | 1.1685 | 1.9883 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 56.6667 | 56.6667 | 56.6667 | 56.6667 | 56.6667 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.8844 | 2.4045 | 0.9582 | 1.0568 | 0.8935 | 1.5205 |
Largest Winning Trade | 371143 | 371143 | 44879 | 691733 | 691733 | 244814 |
Largest Losing Trade | -56034 | -56034 | -53080 | -295723 | -295723 | -159131 |
Avg Bars in Trades | 34 | 38 | 29 | 34 | 38 | 29 |
Avg Bars in Winners | 36 | 39 | 32 | 36 | 39 | 32 |
Avg Bars in Losers | 31 | 36 | 26 | 31 | 36 | 26 |
Bars Traded | 4086 | 2293 | 1794 | 4086 | 2293 | 1794 |
Profit Streak | 19.3752 | 0 | 85.3752 | 19.3752 | 0 | 85.3752 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378735 | -159341 | -493635 | -73467 | -492334 | -375005 |
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{ "first_band": { "type": "t3", "factors": { "length": 156, "offset": 0, "a": 0.64767 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 59 } } }
# | 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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