Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136355.1035 | 88291.8746 | 48063.2289 | 206466.1157 | 106022.3625 | 100443.7532 |
Total P&L (%) | 136.3551 | 88.2919 | 48.0632 | 206.4661 | 106.0224 | 100.4438 |
Avg Daily Profit (%) | 1.5707 | 1.0171 | 0.5537 | 1.2985 | 0.8361 | 0.8042 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24264 | -22715 | -12926 | -59150 | -42974 | -20140 |
Profit Factor | 1.9923 | 2.2689 | 1.7085 | 1.8696 | 1.8479 | 1.8938 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 38.5417 | 33.3333 | 43.75 | 38.5417 | 33.3333 | 43.75 |
Ratio Avg Win / Avg Loss | 3.1768 | 4.5377 | 2.1967 | 2.9813 | 3.6959 | 2.4349 |
Largest Winning Trade | 40055 | 40055 | 19594 | 43753 | 43753 | 36752 |
Largest Losing Trade | -12926 | -4858 | -12926 | -17780 | -9958 | -17780 |
Avg Bars in Trades | 253 | 245 | 261 | 253 | 245 | 261 |
Avg Bars in Winners | 446 | 452 | 440 | 446 | 452 | 440 |
Avg Bars in Losers | 132 | 142 | 121 | 132 | 142 | 121 |
Bars Traded | 24331 | 11803 | 12528 | 24331 | 11803 | 12528 |
Profit Streak | 2.1824 | 2.8664 | 0 | 2.1824 | 2.8664 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329344 | 285174 | 291151 | 312317 | 240275 | 434150 |
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{ "first_band": { "type": "t3", "factors": { "length": 230, "offset": 0, "a": 0.71749 } }, "second_band": { "type": "dema", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 230, "offset": 0, "a": 0.71749 } }, "second_band": { "type": "dema", "factors": { "length": 130, "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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