Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149080.3197 | 111283.931 | 37796.3888 | 163041.3615 | 88233.6855 | 74807.676 |
Total P&L (%) | 149.0803 | 111.2839 | 37.7964 | 163.0414 | 88.2337 | 74.8077 |
Avg Daily Profit (%) | 1.7173 | 1.2819 | 0.4354 | 1.1203 | 0.7313 | 0.6455 |
Buy And Hold Return (%) | 18.4424 | 18.4424 | 18.4424 | 18.4424 | 18.4424 | 18.4424 |
Max Trade Drawdown | -30760 | -23074 | -12352 | -82060 | -67546 | -32310 |
Profit Factor | 2.0519 | 2.4207 | 1.5962 | 1.5504 | 1.5084 | 1.6098 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 36.3636 | 31.8182 | 40.9091 | 36.3636 | 31.8182 | 40.9091 |
Ratio Avg Win / Avg Loss | 3.5909 | 5.1872 | 2.3057 | 2.7131 | 3.2322 | 2.3252 |
Largest Winning Trade | 118904 | 118904 | 17214 | 129574 | 129574 | 37790 |
Largest Losing Trade | -14179 | -14179 | -9897 | -37743 | -37743 | -22221 |
Avg Bars in Trades | 274 | 262 | 286 | 274 | 262 | 286 |
Avg Bars in Winners | 498 | 500 | 497 | 498 | 500 | 497 |
Avg Bars in Losers | 146 | 150 | 141 | 146 | 150 | 141 |
Bars Traded | 24160 | 11533 | 12627 | 24160 | 11533 | 12627 |
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 | 375525 | 294367 | 23592 | 314555 | 149267 | 247672 |
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{ "first_band": { "type": "t3", "factors": { "length": 245, "offset": 0, "a": 0.6164 } }, "second_band": { "type": "ema", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 245, "offset": 0, "a": 0.6164 } }, "second_band": { "type": "ema", "factors": { "length": 59, "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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