Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385138.7218 | 282193.8789 | 102944.843 | 1168838.8735 | 386775.2936 | 782063.5799 |
Total P&L (%) | 385.1387 | 282.1939 | 102.9448 | 1168.8389 | 386.7753 | 782.0636 |
Avg Daily Profit (%) | 0.3698 | 0.2709 | 0.0988 | 0.2442 | 0.1521 | 0.2092 |
Buy And Hold Return (%) | 43.4343 | 43.4343 | 43.4343 | 43.4343 | 43.4343 | 43.4343 |
Max Trade Drawdown | -78657 | -53829 | -94288 | -1468712 | -1041964 | -943688 |
Profit Factor | 1.381 | 1.5684 | 1.2001 | 1.1297 | 1.0803 | 1.1866 |
Total Trades | 464 | 232 | 232 | 464 | 232 | 232 |
Winning Trades | 200 | 101 | 99 | 200 | 101 | 99 |
Losing Trades | 264 | 131 | 133 | 264 | 131 | 133 |
Profitability (%) | 43.1034 | 43.5345 | 42.6724 | 43.1034 | 43.5345 | 42.6724 |
Ratio Avg Win / Avg Loss | 1.8229 | 2.0342 | 1.6122 | 1.4912 | 1.4011 | 1.5941 |
Largest Winning Trade | 82513 | 82513 | 29116 | 511619 | 511619 | 317649 |
Largest Losing Trade | -14557 | -12304 | -14557 | -237636 | -237636 | -222542 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 24866 | 12720 | 12146 | 24866 | 12720 | 12146 |
Profit Streak | 4.0353 | 0 | 4.1187 | 4.0353 | 0 | 4.1187 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371427 | 319361 | -67169 | -69864 | -126878 | -8379 |
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{ "first_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.64762 } }, "second_band": { "type": "sma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 38, "offset": 0, "a": 0.64762 } }, "second_band": { "type": "sma", "factors": { "length": 37, "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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