Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129831.1551 | 55918.1801 | 73912.9749 | 162058.9479 | 95377.1282 | 66681.8196 |
Total P&L (%) | 129.8312 | 55.9182 | 73.913 | 162.0589 | 95.3771 | 66.6818 |
Avg Daily Profit (%) | 0.4985 | 0.2147 | 0.2838 | 0.3706 | 0.2575 | 0.1964 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55319 | -64673 | -30863 | -74389 | -54273 | -81954 |
Profit Factor | 1.5092 | 1.423 | 1.6021 | 1.4159 | 1.5128 | 1.3274 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 | 42.1053 |
Ratio Avg Win / Avg Loss | 2.0752 | 1.9567 | 2.2028 | 1.9468 | 2.0801 | 1.8251 |
Largest Winning Trade | 47702 | 47702 | 21383 | 42278 | 42278 | 28131 |
Largest Losing Trade | -11325 | -8721 | -11325 | -28936 | -16410 | -28936 |
Avg Bars in Trades | 214 | 222 | 207 | 214 | 222 | 207 |
Avg Bars in Winners | 330 | 334 | 327 | 330 | 334 | 327 |
Avg Bars in Losers | 130 | 141 | 119 | 130 | 141 | 119 |
Bars Traded | 24501 | 12686 | 11815 | 24501 | 12686 | 11815 |
Profit Streak | 14.9848 | 15.1931 | 14.9848 | 14.9848 | 15.1931 | 14.9848 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361118 | -174694 | -172078 | 301215 | -172841 | -174717 |
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.79737 } }, "second_band": { "type": "ema", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.79737 } }, "second_band": { "type": "ema", "factors": { "length": 47, "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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