Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 491645.0001 | 266667.4053 | 224977.5948 | 649490.5412 | -126712.8029 | 776203.3441 |
Total P&L (%) | 491.645 | 266.6674 | 224.9776 | 649.4905 | -126.7128 | 776.2033 |
Avg Daily Profit (%) | 0.2574 | 0.1396 | 0.1178 | 0.1055 | 0 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115979 | -90630 | -95198 | -798349 | -697339 | -479565 |
Profit Factor | 1.6168 | 1.5573 | 1.706 | 1.157 | 0.9539 | 1.5596 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 68 | 29 | 39 | 68 | 29 | 39 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 45.0331 | 38.1579 | 52 | 45.0331 | 38.1579 | 52 |
Ratio Avg Win / Avg Loss | 1.9734 | 2.524 | 1.5747 | 1.4123 | 1.546 | 1.4396 |
Largest Winning Trade | 120166 | 120166 | 55429 | 364927 | 364927 | 245290 |
Largest Losing Trade | -42597 | -37494 | -42597 | -303519 | -301382 | -303519 |
Avg Bars in Trades | 150 | 166 | 134 | 150 | 166 | 134 |
Avg Bars in Winners | 206 | 233 | 185 | 206 | 233 | 185 |
Avg Bars in Losers | 104 | 124 | 79 | 104 | 124 | 79 |
Bars Traded | 22729 | 12636 | 10092 | 22729 | 12636 | 10092 |
Profit Streak | 0 | 0 | 34.2044 | 0 | 0 | 34.2044 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361166 | -57922 | -88657 | -100612 | -632063 | -95257 |
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.71261 } }, "second_band": { "type": "ema", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.71261 } }, "second_band": { "type": "ema", "factors": { "length": 124, "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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