Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54608.221 | 20812.0095 | 33796.2115 | 65710.7456 | 22553.8748 | 43156.8708 |
Total P&L (%) | 54.6082 | 20.812 | 33.7962 | 65.7107 | 22.5539 | 43.1569 |
Avg Daily Profit (%) | 1.0485 | 0.3996 | 0.6489 | 0.9745 | 0.3913 | 0.6913 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16511 | -19220 | -10225 | -23952 | -27088 | -14631 |
Profit Factor | 1.5636 | 1.3737 | 1.8206 | 1.4813 | 1.2809 | 1.7673 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 86 | 44 | 42 | 86 | 44 | 42 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 58.9041 | 60.274 | 57.5342 | 58.9041 | 60.274 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.0909 | 0.9054 | 1.3437 | 1.0335 | 0.8442 | 1.3044 |
Largest Winning Trade | 7975 | 4462 | 7975 | 8395 | 6012 | 8395 |
Largest Losing Trade | -10104 | -10104 | -4368 | -14636 | -14636 | -5770 |
Avg Bars in Trades | 161 | 165 | 156 | 161 | 165 | 156 |
Avg Bars in Winners | 146 | 143 | 149 | 146 | 143 | 149 |
Avg Bars in Losers | 182 | 199 | 167 | 182 | 199 | 167 |
Bars Traded | 23549 | 12098 | 11451 | 23549 | 12098 | 11451 |
Profit Streak | 13.3004 | 0 | 13.3233 | 13.3004 | 0 | 13.3233 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 494006 | -70280 | -60851 | 500221 | -70035 | -60037 |
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{ "first_band": { "type": "t3", "factors": { "length": 127, "offset": 0, "a": 0.79523 } }, "second_band": { "type": "alma", "factors": { "length": 83, "offset": 129 } } }
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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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