Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342183.322 | 1179822.2396 | 162361.0824 | 2271469.5242 | 2826736.2848 | -555266.7607 |
Total P&L (%) | 1342.1833 | 1179.8222 | 162.3611 | 2271.4695 | 2826.7363 | -555.2668 |
Avg Daily Profit (%) | 0.5634 | 0.4952 | 0.0681 | 0.133 | 0.1418 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137269 | -85606 | -75208 | -7829799 | -4873963 | -4732142 |
Profit Factor | 2.8996 | 4.4361 | 1.447 | 1.0911 | 1.2275 | 0.9556 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 43.1579 | 39.5833 | 46.8085 | 43.1579 | 39.5833 | 46.8085 |
Ratio Avg Win / Avg Loss | 3.819 | 6.771 | 1.6444 | 1.4371 | 1.8735 | 1.0859 |
Largest Winning Trade | 828397 | 828397 | 64982 | 4583241 | 4583241 | 2593377 |
Largest Losing Trade | -47219 | -37094 | -47219 | -1987691 | -1987691 | -1758730 |
Avg Bars in Trades | 97 | 78 | 117 | 97 | 78 | 117 |
Avg Bars in Winners | 164 | 136 | 188 | 164 | 136 | 188 |
Avg Bars in Losers | 46 | 39 | 55 | 46 | 39 | 55 |
Bars Traded | 9274 | 3745 | 5529 | 9274 | 3745 | 5529 |
Profit Streak | 0 | 0 | 19.9719 | 0 | 0 | 19.9719 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513796 | 503283 | -100454 | -137801 | -6506 | -579715 |
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{ "first_band": { "type": "rma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 21, "offset": 0, "a": 0.75882 } } }
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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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