Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196091.9232 | 138459.7907 | 57632.1325 | 217419.4775 | 185120.3302 | 32299.1473 |
Total P&L (%) | 196.0919 | 138.4598 | 57.6321 | 217.4195 | 185.1203 | 32.2991 |
Avg Daily Profit (%) | 0.3765 | 0.2658 | 0.1107 | 0.222 | 0.2014 | 0.0538 |
Buy And Hold Return (%) | 14.5708 | 14.5708 | 14.5708 | 14.5708 | 14.5708 | 14.5708 |
Max Trade Drawdown | -45538 | -43868 | -49756 | -134629 | -107324 | -114703 |
Profit Factor | 1.5486 | 1.7989 | 1.313 | 1.3282 | 1.5912 | 1.0925 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 53.211 | 53.7037 | 52.7273 | 53.211 | 53.7037 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.3617 | 1.5507 | 1.1772 | 1.1679 | 1.3717 | 0.9795 |
Largest Winning Trade | 74822 | 74822 | 22231 | 109483 | 109483 | 33545 |
Largest Losing Trade | -30308 | -30308 | -25118 | -88272 | -72392 | -88272 |
Avg Bars in Trades | 224 | 239 | 210 | 224 | 239 | 210 |
Avg Bars in Winners | 285 | 270 | 300 | 285 | 270 | 300 |
Avg Bars in Losers | 155 | 203 | 109 | 155 | 203 | 109 |
Bars Traded | 24477 | 12925 | 11552 | 24477 | 12925 | 11552 |
Profit Streak | 14.9758 | 31.1425 | 14.9758 | 14.9758 | 31.1425 | 14.9758 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429935 | -167548 | -227050 | 333916 | -169648 | -426723 |
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{ "first_band": { "type": "t3", "factors": { "length": 149, "offset": 0, "a": 0.71711 } }, "second_band": { "type": "sma", "factors": { "length": 166, "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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