Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463918.5067 | 399528.4527 | 64390.054 | 158994.3978 | 278231.098 | -119236.7001 |
Total P&L (%) | 463.9185 | 399.5285 | 64.3901 | 158.9944 | 278.2311 | -119.2367 |
Avg Daily Profit (%) | 0.1977 | 0.1703 | 0.0274 | 0.0406 | 0.0567 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116676 | -42863 | -189928 | -421849 | -197990 | -364207 |
Profit Factor | 1.6999 | 2.4673 | 1.1649 | 1.0871 | 1.3794 | 0.8907 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 60.1942 | 60.7843 | 59.6154 | 60.1942 | 60.7843 | 59.6154 |
Ratio Avg Win / Avg Loss | 1.1241 | 1.5918 | 0.7891 | 0.7189 | 0.89 | 0.6034 |
Largest Winning Trade | 154451 | 154451 | 58213 | 125283 | 125283 | 116345 |
Largest Losing Trade | -79248 | -42863 | -79248 | -328427 | -101395 | -328427 |
Avg Bars in Trades | 43 | 47 | 40 | 43 | 47 | 40 |
Avg Bars in Winners | 41 | 46 | 36 | 41 | 46 | 36 |
Avg Bars in Losers | 47 | 49 | 46 | 47 | 49 | 46 |
Bars Traded | 4515 | 2414 | 2101 | 4515 | 2414 | 2101 |
Profit Streak | 48.3664 | 48.3664 | 69.8664 | 48.3664 | 48.3664 | 69.8664 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458087 | -166026 | -375252 | -262037 | -296368 | -758618 |
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{ "first_band": { "type": "dema", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 30, "offset": 0, "a": 0.76742 } } }
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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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