Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113376.9915 | 50370.6391 | 63006.3524 | 113412.9243 | 36228.1961 | 77184.7282 |
Total P&L (%) | 113.377 | 50.3706 | 63.0064 | 113.4129 | 36.2282 | 77.1847 |
Avg Daily Profit (%) | 0.2177 | 0.0967 | 0.121 | 0.1457 | 0.0594 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55794 | -35738 | -49508 | -69218 | -49550 | -51656 |
Profit Factor | 1.3861 | 1.3678 | 1.4021 | 1.2437 | 1.1618 | 1.3197 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 58.7786 | 57.5758 | 60 | 58.7786 | 57.5758 | 60 |
Ratio Avg Win / Avg Loss | 0.9721 | 1.0078 | 0.9347 | 0.8722 | 0.856 | 0.8798 |
Largest Winning Trade | 23539 | 22896 | 23539 | 30342 | 28929 | 30342 |
Largest Losing Trade | -27004 | -19825 | -27004 | -40449 | -40449 | -28616 |
Avg Bars in Trades | 187 | 202 | 172 | 187 | 202 | 172 |
Avg Bars in Winners | 158 | 174 | 141 | 158 | 174 | 141 |
Avg Bars in Losers | 229 | 239 | 219 | 229 | 239 | 219 |
Bars Traded | 24585 | 13346 | 11239 | 24585 | 13346 | 11239 |
Profit Streak | 5.5215 | 6.6049 | 0 | 5.5215 | 6.6049 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300170 | -187745 | -163886 | 39401 | -283537 | -178703 |
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.66685 } }, "second_band": { "type": "sma", "factors": { "length": 197, "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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