Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149942.2892 | 65183.6496 | 84758.6396 | 213959.0619 | 120270.1089 | 93688.953 |
Total P&L (%) | 149.9423 | 65.1837 | 84.7586 | 213.9591 | 120.2701 | 93.689 |
Avg Daily Profit (%) | 0.5758 | 0.2503 | 0.3255 | 0.4403 | 0.3037 | 0.2542 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28528 | -32323 | -25189 | -55516 | -42929 | -55453 |
Profit Factor | 1.4728 | 1.3791 | 1.5838 | 1.4446 | 1.47 | 1.4157 |
Total Trades | 159 | 80 | 79 | 159 | 80 | 79 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Profitability (%) | 44.0252 | 45 | 43.038 | 44.0252 | 45 | 43.038 |
Ratio Avg Win / Avg Loss | 1.8726 | 1.6855 | 2.0962 | 1.8367 | 1.7967 | 1.8738 |
Largest Winning Trade | 46243 | 46243 | 19236 | 41138 | 41138 | 30136 |
Largest Losing Trade | -10809 | -10809 | -9009 | -26189 | -24455 | -26189 |
Avg Bars in Trades | 154 | 166 | 143 | 154 | 166 | 143 |
Avg Bars in Winners | 227 | 237 | 217 | 227 | 237 | 217 |
Avg Bars in Losers | 97 | 107 | 88 | 97 | 107 | 88 |
Bars Traded | 24640 | 13281 | 11359 | 24640 | 13281 | 11359 |
Profit Streak | 4.036 | 5.6089 | 0 | 4.036 | 5.6089 | 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 | 360408 | -12685 | -19438 | 312516 | -11352 | -21074 |
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{ "first_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.88138 } }, "second_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 135, "offset": 0, "a": 0.88138 } }, "second_band": { "type": "dema", "factors": { "length": 190, "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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