Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138690.0083 | 82942.8572 | 55747.1511 | 183045.4607 | 119749.4009 | 63296.0598 |
Total P&L (%) | 138.69 | 82.9429 | 55.7472 | 183.0455 | 119.7494 | 63.2961 |
Avg Daily Profit (%) | 0.3473 | 0.2077 | 0.1396 | 0.2609 | 0.1974 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30152 | -35777 | -44633 | -92674 | -78715 | -73264 |
Profit Factor | 1.6689 | 1.8922 | 1.4874 | 1.4639 | 1.6792 | 1.29 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 45.4545 | 46.1538 | 44.7368 | 45.4545 | 46.1538 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.0027 | 2.2076 | 1.8374 | 1.7566 | 1.959 | 1.5935 |
Largest Winning Trade | 37726 | 37726 | 28511 | 51141 | 51141 | 46491 |
Largest Losing Trade | -17617 | -14110 | -17617 | -32248 | -32248 | -31991 |
Avg Bars in Trades | 240 | 243 | 237 | 240 | 243 | 237 |
Avg Bars in Winners | 385 | 366 | 405 | 385 | 366 | 405 |
Avg Bars in Losers | 119 | 137 | 101 | 119 | 137 | 101 |
Bars Traded | 18504 | 9495 | 9009 | 18504 | 9495 | 9009 |
Profit Streak | 0 | 0 | 156.8062 | 0 | 0 | 156.8062 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36958 | 318584 | -7682 | -38661 | 300598 | -30683 |
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{ "first_band": { "type": "t3", "factors": { "length": 231, "offset": 0, "a": 0.69939 } }, "second_band": { "type": "rma", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 231, "offset": 0, "a": 0.69939 } }, "second_band": { "type": "rma", "factors": { "length": 51, "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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