Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113333.6189 | 65896.309 | 47437.3099 | 134967.5165 | 92578.4126 | 42389.1039 |
Total P&L (%) | 113.3336 | 65.8963 | 47.4373 | 134.9675 | 92.5784 | 42.3891 |
Avg Daily Profit (%) | 0.8159 | 0.4744 | 0.3415 | 0.6169 | 0.4729 | 0.2547 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39666 | -29742 | -37560 | -52935 | -30006 | -50838 |
Profit Factor | 1.6783 | 1.9368 | 1.4904 | 1.683 | 2.3245 | 1.3319 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 72 | 74 | 70 | 72 | 74 | 70 |
Ratio Avg Win / Avg Loss | 0.6527 | 0.6805 | 0.6387 | 0.6545 | 0.8167 | 0.5708 |
Largest Winning Trade | 24235 | 24235 | 12946 | 22668 | 22668 | 15779 |
Largest Losing Trade | -35632 | -20705 | -35632 | -48173 | -20876 | -48173 |
Avg Bars in Trades | 129 | 129 | 130 | 129 | 129 | 130 |
Avg Bars in Winners | 103 | 104 | 101 | 103 | 104 | 101 |
Avg Bars in Losers | 198 | 200 | 195 | 198 | 200 | 195 |
Bars Traded | 12987 | 6484 | 6502 | 12987 | 6484 | 6502 |
Profit Streak | 138.1883 | 138.1883 | 145.1779 | 138.1883 | 138.1883 | 145.1779 |
Trades During Streak | 6 | 3 | 6 | 6 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 584155 | -166781 | -170949 | 527641 | -165772 | -173108 |
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.89073 } }, "second_band": { "type": "ema", "factors": { "length": 163, "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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