Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 314972.2161 | 244174.8166 | 70797.3995 | 221437.4648 | 111857.5983 | 109579.8665 |
Total P&L (%) | 314.9722 | 244.1748 | 70.7974 | 221.4375 | 111.8576 | 109.5799 |
Avg Daily Profit (%) | 0.6048 | 0.4688 | 0.1359 | 0.2244 | 0.1442 | 0.1422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84551 | -56313 | -36807 | -294225 | -195941 | -133738 |
Profit Factor | 2.0855 | 2.4713 | 1.57 | 1.2768 | 1.2465 | 1.3166 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 43.6782 | 41.8605 | 45.4545 | 43.6782 | 41.8605 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.6892 | 3.4324 | 1.884 | 1.6464 | 1.7312 | 1.5799 |
Largest Winning Trade | 299114 | 299114 | 26317 | 289491 | 289491 | 101659 |
Largest Losing Trade | -23569 | -14193 | -23569 | -77908 | -66178 | -77908 |
Avg Bars in Trades | 280 | 256 | 304 | 280 | 256 | 304 |
Avg Bars in Winners | 412 | 377 | 445 | 412 | 377 | 445 |
Avg Bars in Losers | 178 | 170 | 187 | 178 | 170 | 187 |
Bars Traded | 24440 | 11047 | 13393 | 24440 | 11047 | 13393 |
Profit Streak | 13.3909 | 0 | 14.0993 | 13.3909 | 0 | 14.0993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462759 | 394026 | -10401 | 240911 | -3290 | -3633 |
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{ "first_band": { "type": "t3", "factors": { "length": 223, "offset": 0, "a": 0.5288 } }, "second_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.06125 } } }
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# | 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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