Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855142.0735 | 890560.3477 | -35418.2742 | -81972.6939 | 2107174.6697 | -2189147.3636 |
Total P&L (%) | 855.1421 | 890.5603 | -35.4183 | -81.9727 | 2107.1747 | -2189.1474 |
Avg Daily Profit (%) | 0.4777 | 0.4975 | -0.0198 | -0.0957 | 0.173 | 0 |
Buy And Hold Return (%) | 336.5427 | 336.5427 | 336.5427 | 336.5427 | 336.5427 | 336.5427 |
Max Trade Drawdown | -105726 | -99283 | -187461 | -1427680 | -54608 | -2234221 |
Profit Factor | 2.3949 | 4.7066 | 0.905 | 0.9661 | 22.675 | 0.0578 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 45.1613 | 35.4839 | 54.8387 | 45.1613 | 35.4839 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.9081 | 8.5575 | 0.7453 | 1.1732 | 41.2273 | 0.0476 |
Largest Winning Trade | 478159 | 478159 | 66741 | 1195654 | 1195654 | 19166 |
Largest Losing Trade | -97556 | -27523 | -97556 | -1410384 | -12690 | -1410384 |
Avg Bars in Trades | 167 | 131 | 203 | 167 | 131 | 203 |
Avg Bars in Winners | 230 | 197 | 252 | 230 | 197 | 252 |
Avg Bars in Losers | 114 | 94 | 143 | 114 | 94 | 143 |
Bars Traded | 10366 | 4066 | 6300 | 10366 | 4066 | 6300 |
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 | -148927 | 325776 | -580190 | -739492 | 365675 | -580190 |
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.47175 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 42, "offset": 0, "a": 0.47175 } } }
# | 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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