Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 17432.5556 | -9191.6385 | 26624.1941 | 15291.5134 | -14256.3488 | 29547.8621 |
Total P&L (%) | 17.4326 | -9.1916 | 26.6242 | 15.2915 | -14.2563 | 29.5479 |
Avg Daily Profit (%) | 0.3347 | -0.1765 | 0.5112 | 0.2736 | -0.2949 | 0.4983 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22812 | -19306 | -4629 | -30247 | -25185 | -6557 |
Profit Factor | 1.2367 | 0.836 | 2.5137 | 1.1685 | 0.7926 | 2.3445 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 62.766 | 61.7021 | 63.8298 | 62.766 | 61.7021 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.7336 | 0.5189 | 1.4245 | 0.6932 | 0.492 | 1.3286 |
Largest Winning Trade | 10767 | 10767 | 5304 | 11848 | 11848 | 6521 |
Largest Losing Trade | -9794 | -9794 | -2984 | -12956 | -12956 | -3762 |
Avg Bars in Trades | 248 | 273 | 224 | 248 | 273 | 224 |
Avg Bars in Winners | 186 | 173 | 198 | 186 | 173 | 198 |
Avg Bars in Losers | 354 | 435 | 269 | 354 | 435 | 269 |
Bars Traded | 23388 | 12859 | 10529 | 23388 | 12859 | 10529 |
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 | -1949 | -581236 | 383226 | -38728 | -581236 | 376856 |
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{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 21, "a": 0.63712 } }, "second_band": { "type": "t3", "factors": { "length": 208, "offset": 0, "a": 0.39536 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 21, "a": 0.63712 } }, "second_band": { "type": "t3", "factors": { "length": 208, "offset": 0, "a": 0.39536 } } }
# | 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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