Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1787498.8439 | 1675647.9237 | 111850.9202 | 8160334.9934 | 2572304.1525 | 5588030.8409 |
Total P&L (%) | 1787.4988 | 1675.6479 | 111.8509 | 8160.335 | 2572.3042 | 5588.0308 |
Avg Daily Profit (%) | 0.7927 | 0.7431 | 0.0496 | 0.196 | 0.1458 | 0.1794 |
Buy And Hold Return (%) | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 |
Max Trade Drawdown | -90137 | -42025 | -99424 | -5200280 | -5006324 | -3674642 |
Profit Factor | 5.6214 | 10.3868 | 1.537 | 1.4249 | 1.2481 | 1.6326 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 41.5385 | 39.3939 | 43.75 | 41.5385 | 39.3939 | 43.75 |
Ratio Avg Win / Avg Loss | 7.9115 | 15.9797 | 1.9762 | 2.0055 | 1.9201 | 2.099 |
Largest Winning Trade | 1259154 | 1259154 | 58289 | 4172408 | 4172408 | 3771447 |
Largest Losing Trade | -31170 | -31170 | -27047 | -2534565 | -1530603 | -2534565 |
Avg Bars in Trades | 197 | 186 | 209 | 197 | 186 | 209 |
Avg Bars in Winners | 320 | 318 | 322 | 320 | 318 | 322 |
Avg Bars in Losers | 110 | 99 | 121 | 110 | 99 | 121 |
Bars Traded | 12845 | 6138 | 6707 | 12845 | 6138 | 6707 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119508 | 557847 | -292263 | -129606 | -1238 | 305627 |
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{ "first_band": { "type": "t3", "factors": { "length": 23, "offset": 230, "a": 0.84751 } }, "second_band": { "type": "tema", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 23, "offset": 230, "a": 0.84751 } }, "second_band": { "type": "tema", "factors": { "length": 215, "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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