Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84443.1648 | 61202.8781 | 23240.2867 | -50358.5434 | 69081.9177 | -119440.4611 |
Total P&L (%) | 84.4432 | 61.2029 | 23.2403 | -50.3585 | 69.0819 | -119.4405 |
Avg Daily Profit (%) | 0.3243 | 0.235 | 0.0892 | -0.2686 | 0.2019 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88648 | -28071 | -88648 | -219083 | -28356 | -219083 |
Profit Factor | 1.3303 | 1.6964 | 1.1385 | 0.8822 | 1.7468 | 0.6434 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 68.9655 | 65.1163 | 72.7273 | 68.9655 | 65.1163 | 72.7273 |
Ratio Avg Win / Avg Loss | 0.5986 | 0.9088 | 0.4269 | 0.397 | 0.9358 | 0.2413 |
Largest Winning Trade | 22577 | 14332 | 22577 | 22780 | 17726 | 22780 |
Largest Losing Trade | -88648 | -27702 | -88648 | -219083 | -28008 | -219083 |
Avg Bars in Trades | 276 | 291 | 261 | 276 | 291 | 261 |
Avg Bars in Winners | 158 | 172 | 145 | 158 | 172 | 145 |
Avg Bars in Losers | 538 | 512 | 570 | 538 | 512 | 570 |
Bars Traded | 24036 | 12526 | 11509 | 24036 | 12526 | 11509 |
Profit Streak | 9.5417 | 0 | 13.2292 | 9.5417 | 0 | 13.2292 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342865 | 301873 | -146157 | -578539 | 314086 | -578563 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 192, "offset": 0, "a": 0.317 } } }
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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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