Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49669.7008 | -1383.2536 | 51052.9544 | 46204.4507 | -1211.7766 | 47416.2273 |
Total P&L (%) | 49.6697 | -1.3833 | 51.053 | 46.2045 | -1.2118 | 47.4162 |
Avg Daily Profit (%) | 0.3515 | -0.0098 | 0.3613 | 0.2692 | -0.0086 | 0.275 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33853 | -31410 | -14910 | -32762 | -29664 | -12164 |
Profit Factor | 1.4046 | 0.9799 | 1.9447 | 1.3954 | 0.9816 | 1.9324 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 57.1429 | 59.5238 | 54.7619 | 57.1429 | 59.5238 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.0534 | 0.6663 | 1.6065 | 1.0466 | 0.6675 | 1.5963 |
Largest Winning Trade | 23899 | 17902 | 23899 | 19567 | 17926 | 19567 |
Largest Losing Trade | -9650 | -9650 | -8522 | -9273 | -9273 | -8177 |
Avg Bars in Trades | 76 | 74 | 78 | 76 | 74 | 78 |
Avg Bars in Winners | 64 | 57 | 73 | 64 | 57 | 73 |
Avg Bars in Losers | 91 | 100 | 84 | 91 | 100 | 84 |
Bars Traded | 6422 | 3134 | 3289 | 6422 | 3134 | 3289 |
Profit Streak | 0 | 0 | 409.8633 | 0 | 0 | 409.8633 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275505 | -581273 | 406060 | 237072 | -581273 | 367870 |
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{ "first_band": { "type": "ema", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 58, "offset": 0, "a": 0.60786 } } }
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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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