Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56137.5626 | 22963.9346 | 33173.628 | 69279.708 | 25575.1729 | 43704.5351 |
Total P&L (%) | 56.1376 | 22.9639 | 33.1736 | 69.2797 | 25.5752 | 43.7045 |
Avg Daily Profit (%) | 1.0779 | 0.4409 | 0.637 | 1.0158 | 0.4382 | 0.6986 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20643 | -21781 | -9320 | -32069 | -33671 | -13986 |
Profit Factor | 1.6646 | 1.4201 | 2.1128 | 1.5456 | 1.308 | 1.9942 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 68.9394 | 68.1818 | 69.697 | 68.9394 | 68.1818 | 69.697 |
Ratio Avg Win / Avg Loss | 0.75 | 0.6627 | 0.9186 | 0.6964 | 0.6104 | 0.867 |
Largest Winning Trade | 5165 | 5165 | 3482 | 7923 | 7923 | 4368 |
Largest Losing Trade | -10989 | -10989 | -3866 | -17471 | -17471 | -5313 |
Avg Bars in Trades | 180 | 184 | 176 | 180 | 184 | 176 |
Avg Bars in Winners | 124 | 117 | 131 | 124 | 117 | 131 |
Avg Bars in Losers | 305 | 329 | 279 | 305 | 329 | 279 |
Bars Traded | 23849 | 12192 | 11657 | 23849 | 12192 | 11657 |
Profit Streak | 15.1317 | 16.2879 | 15.1317 | 15.1317 | 16.2879 | 15.1317 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513420 | -118892 | -112776 | 526559 | -118192 | -111819 |
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{ "first_band": { "type": "dema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 195, "offset": 0, "a": 0.73372 } } }
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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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