Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 827279.2482 | 679845.9615 | 147433.2867 | 1890307.9742 | 493525.0102 | 1396782.964 |
Total P&L (%) | 827.2792 | 679.846 | 147.4333 | 1890.308 | 493.525 | 1396.783 |
Avg Daily Profit (%) | 0.4425 | 0.3636 | 0.0789 | 0.1601 | 0.0953 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74676 | -70219 | -43505 | -1224848 | -1013155 | -501755 |
Profit Factor | 2.7541 | 3.4251 | 1.7707 | 1.3457 | 1.154 | 1.6175 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 37 | 13 | 24 | 37 | 13 | 24 |
Losing Trades | 72 | 42 | 30 | 72 | 42 | 30 |
Profitability (%) | 33.945 | 23.6364 | 44.4444 | 33.945 | 23.6364 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.3593 | 11.0657 | 2.2134 | 2.6187 | 3.7282 | 2.0218 |
Largest Winning Trade | 555746 | 555746 | 58233 | 968094 | 968094 | 693202 |
Largest Losing Trade | -35467 | -35467 | -15737 | -253127 | -253127 | -231358 |
Avg Bars in Trades | 202 | 170 | 234 | 202 | 170 | 234 |
Avg Bars in Winners | 451 | 482 | 435 | 451 | 482 | 435 |
Avg Bars in Losers | 73 | 73 | 73 | 73 | 73 | 73 |
Bars Traded | 22026 | 9381 | 12645 | 22026 | 9381 | 12645 |
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 | 338828 | -200171 | -266519 | 115825 | -331938 | -178426 |
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{ "first_band": { "type": "t3", "factors": { "length": 232, "offset": 0, "a": 0.45141 } }, "second_band": { "type": "tema", "factors": { "length": 68, "offset": 0 } } }
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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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