Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119720.7347 | 20281.4654 | 99439.2693 | 153731.1292 | 14922.1753 | 138808.9539 |
Total P&L (%) | 119.7207 | 20.2815 | 99.4393 | 153.7311 | 14.9222 | 138.809 |
Avg Daily Profit (%) | 0.4597 | 0.0779 | 0.3818 | 0.3582 | 0.0534 | 0.3348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42306 | -33793 | -28459 | -46141 | -39675 | -35646 |
Profit Factor | 1.4476 | 1.1219 | 1.9844 | 1.4479 | 1.0689 | 2.0963 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 122 | 59 | 63 | 122 | 59 | 63 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 64.2105 | 62.1053 | 66.3158 | 64.2105 | 62.1053 | 66.3158 |
Ratio Avg Win / Avg Loss | 0.8069 | 0.6845 | 1.0079 | 0.807 | 0.6522 | 1.0648 |
Largest Winning Trade | 27621 | 10124 | 27621 | 54916 | 11597 | 54916 |
Largest Losing Trade | -31517 | -31517 | -16239 | -36993 | -36993 | -19597 |
Avg Bars in Trades | 130 | 129 | 130 | 130 | 129 | 130 |
Avg Bars in Winners | 95 | 89 | 101 | 95 | 89 | 101 |
Avg Bars in Losers | 192 | 196 | 188 | 192 | 196 | 188 |
Bars Traded | 24726 | 12316 | 12409 | 24726 | 12316 | 12409 |
Profit Streak | 8.6462 | 17.6253 | 8.6462 | 8.6462 | 17.6253 | 8.6462 |
Trades During Streak | 10 | 8 | 5 | 10 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445069 | -182277 | 510158 | 413889 | -279086 | 503464 |
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{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.72079 } }, "second_band": { "type": "alma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 54, "offset": 0, "a": 0.72079 } }, "second_band": { "type": "alma", "factors": { "length": 141, "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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