Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 986347.3922 | 924434.4255 | 61912.9667 | 2961264.5531 | 2583854.0619 | 377410.4912 |
Total P&L (%) | 986.3474 | 924.4344 | 61.913 | 2961.2646 | 2583.8541 | 377.4105 |
Avg Daily Profit (%) | 0.4478 | 0.4197 | 0.0281 | 0.1555 | 0.1495 | 0.071 |
Buy And Hold Return (%) | 556.8237 | 556.8237 | 556.8237 | 556.8237 | 556.8237 | 556.8237 |
Max Trade Drawdown | -89501 | -90633 | -136694 | -1553828 | -1172833 | -589346 |
Profit Factor | 2.587 | 4.258 | 1.1833 | 1.6405 | 1.9739 | 1.1915 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 48.4848 | 44 | 53.0612 | 48.4848 | 44 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.7487 | 5.4193 | 1.0468 | 1.743 | 2.5123 | 1.0541 |
Largest Winning Trade | 430268 | 430268 | 65015 | 1960301 | 1960301 | 304024 |
Largest Losing Trade | -56334 | -30461 | -56334 | -757603 | -757603 | -399880 |
Avg Bars in Trades | 65 | 57 | 72 | 65 | 57 | 72 |
Avg Bars in Winners | 87 | 77 | 96 | 87 | 77 | 96 |
Avg Bars in Losers | 43 | 42 | 45 | 43 | 42 | 45 |
Bars Traded | 6456 | 2898 | 3558 | 6456 | 2898 | 3558 |
Profit Streak | 0 | 0 | 263.9035 | 0 | 0 | 263.9035 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228602 | -174376 | -338127 | 335398 | -173390 | -271860 |
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.64002 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 26, "offset": 0, "a": 0.64002 } } }
# | 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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