Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804599.4433 | 453364.2831 | 351235.1602 | 10989178.6343 | 839704.5202 | 10149474.1141 |
Total P&L (%) | 804.5994 | 453.3643 | 351.2352 | 10989.1786 | 839.7045 | 10149.4741 |
Avg Daily Profit (%) | 0.4458 | 0.2512 | 0.1946 | 0.2612 | 0.1242 | 0.2568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70060 | -71557 | -35850 | -7429417 | -8182089 | -2238458 |
Profit Factor | 2.4392 | 2.2896 | 2.6927 | 1.351 | 1.0432 | 1.8566 |
Total Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Winning Trades | 64 | 24 | 40 | 64 | 24 | 40 |
Losing Trades | 81 | 49 | 32 | 81 | 49 | 32 |
Profitability (%) | 44.1379 | 32.8767 | 55.5556 | 44.1379 | 32.8767 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.0871 | 4.6746 | 2.1542 | 1.7099 | 2.1298 | 1.4852 |
Largest Winning Trade | 254588 | 254588 | 56939 | 5373135 | 5373135 | 3367181 |
Largest Losing Trade | -21914 | -21914 | -19124 | -2538874 | -2538874 | -1583324 |
Avg Bars in Trades | 74 | 72 | 75 | 74 | 72 | 75 |
Avg Bars in Winners | 109 | 121 | 102 | 109 | 121 | 102 |
Avg Bars in Losers | 46 | 49 | 41 | 46 | 49 | 41 |
Bars Traded | 10742 | 5319 | 5423 | 10742 | 5319 | 5423 |
Profit Streak | 37.8248 | 37.8248 | 139.1582 | 37.8248 | 37.8248 | 139.1582 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499644 | -65654 | -64365 | 329785 | -276802 | -66141 |
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.73434 } }, "second_band": { "type": "tema", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.73434 } }, "second_band": { "type": "tema", "factors": { "length": 58, "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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