Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388686.6314 | 348959.2714 | 39727.36 | 5169.5031 | 1613901.6195 | -1608732.1164 |
Total P&L (%) | 388.6866 | 348.9593 | 39.7274 | 5.1695 | 1613.9016 | -1608.7321 |
Avg Daily Profit (%) | 0.2402 | 0.2157 | 0.0246 | 0.0031 | 0.1758 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291067 | -199683 | -155203 | -3455174 | -616764 | -2971994 |
Profit Factor | 1.5228 | 2.0213 | 1.0989 | 1.0012 | 3.048 | 0.527 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 44.3182 | 47.7273 | 40.9091 | 44.3182 | 47.7273 | 40.9091 |
Ratio Avg Win / Avg Loss | 1.9133 | 2.2138 | 1.5873 | 1.258 | 3.3382 | 0.7612 |
Largest Winning Trade | 183621 | 183621 | 51335 | 1030799 | 666411 | 1030799 |
Largest Losing Trade | -62996 | -47456 | -62996 | -2070469 | -221017 | -2070469 |
Avg Bars in Trades | 213 | 252 | 174 | 213 | 252 | 174 |
Avg Bars in Winners | 300 | 303 | 297 | 300 | 303 | 297 |
Avg Bars in Losers | 144 | 206 | 90 | 144 | 206 | 90 |
Bars Traded | 18800 | 11106 | 7694 | 18800 | 11106 | 7694 |
Profit Streak | 0 | 0 | 654.1217 | 0 | 0 | 654.1217 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307693 | 387757 | -275475 | -575575 | 461800 | -583297 |
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{ "first_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.60096 } }, "second_band": { "type": "sma", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.60096 } }, "second_band": { "type": "sma", "factors": { "length": 231, "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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