Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -833997.1235 | 34881.3477 | -868878.4711 | 738007.8178 | -3194668.0282 | 3932675.846 |
Total P&L (%) | -833.9971 | 34.8813 | -868.8785 | 738.0078 | -3194.668 | 3932.6758 |
Avg Daily Profit (%) | -0.4418 | 0.0185 | -0.4603 | 0.1127 | 0 | 0.196 |
Buy And Hold Return (%) | 324.1497 | 324.1497 | 324.1497 | 324.1497 | 324.1497 | 324.1497 |
Max Trade Drawdown | -992833 | -134130 | -961591 | -3704673 | -3794422 | -1703869 |
Profit Factor | 0.3488 | 1.1675 | 0.1897 | 1.0884 | 0.4252 | 2.4099 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 49 | 24 | 25 | 45 | 22 | 23 |
Losing Trades | 11 | 6 | 5 | 15 | 8 | 7 |
Profitability (%) | 81.6667 | 80 | 83.3333 | 75 | 73.3333 | 76.6667 |
Ratio Avg Win / Avg Loss | 0.0783 | 0.2919 | 0.0379 | 0.3628 | 0.1546 | 0.7335 |
Largest Winning Trade | 21855 | 21855 | 13820 | 4464119 | 502042 | 4464119 |
Largest Losing Trade | -790253 | -61783 | -790253 | -2483604 | -2483604 | -1351315 |
Avg Bars in Trades | 89 | 106 | 71 | 89 | 106 | 71 |
Avg Bars in Winners | 31 | 28 | 33 | 38 | 36 | 40 |
Avg Bars in Losers | 349 | 422 | 262 | 241 | 299 | 174 |
Bars Traded | 5364 | 3205 | 2159 | 5364 | 3205 | 2159 |
Profit Streak | 164.861 | 164.861 | 257.861 | 164.861 | 164.861 | 257.861 |
Trades During Streak | 12 | 6 | 6 | 12 | 6 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -748625 | -366626 | -575192 | -340782 | -576360 | 527275 |
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.06224 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.06224 } } }
# | 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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