Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39676.7504 | 11566.7046 | 28110.0458 | 43658.2796 | 13024.1259 | 30634.1537 |
Total P&L (%) | 39.6768 | 11.5667 | 28.11 | 43.6583 | 13.0241 | 30.6342 |
Avg Daily Profit (%) | 0.4571 | 0.1332 | 0.3238 | 0.4182 | 0.1411 | 0.3083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14377 | -12299 | -9090 | -14020 | -12068 | -8593 |
Profit Factor | 1.6602 | 1.3069 | 2.2545 | 1.697 | 1.3278 | 2.3368 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 63.3333 | 56.6667 | 70 | 63.3333 | 56.6667 | 70 |
Ratio Avg Win / Avg Loss | 0.9611 | 0.9994 | 0.9662 | 0.9824 | 1.0154 | 1.0015 |
Largest Winning Trade | 6815 | 6815 | 6378 | 6883 | 6883 | 5998 |
Largest Losing Trade | -9619 | -9619 | -9019 | -10687 | -10687 | -8527 |
Avg Bars in Trades | 395 | 381 | 409 | 395 | 381 | 409 |
Avg Bars in Winners | 274 | 204 | 331 | 274 | 204 | 331 |
Avg Bars in Losers | 603 | 612 | 590 | 603 | 612 | 590 |
Bars Traded | 23721 | 11444 | 12277 | 23721 | 11444 | 12277 |
Profit Streak | 6.1162 | 12.7377 | 6.1162 | 6.1162 | 12.7377 | 6.1162 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164054 | -133222 | 329529 | -163961 | -75563 | 398559 |
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{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.41223 } }, "second_band": { "type": "sma", "factors": { "length": 223, "offset": 208 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 87, "offset": 0, "a": 0.41223 } }, "second_band": { "type": "sma", "factors": { "length": 223, "offset": 208 } } }
# | 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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