Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2135.5362 | -25722.4787 | 27858.0149 | -10737.5178 | -39907.2397 | 29169.7219 |
Total P&L (%) | 2.1355 | -25.7225 | 27.858 | -10.7375 | -39.9072 | 29.1697 |
Avg Daily Profit (%) | 0.0151 | -0.182 | 0.1971 | -0.0804 | -0.3598 | 0.1813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64770 | -45394 | -30181 | -95309 | -63160 | -47052 |
Profit Factor | 1.0186 | 0.6509 | 1.676 | 0.9355 | 0.6165 | 1.4684 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 74.6479 | 66.6667 | 82.8571 | 74.6479 | 66.6667 | 82.8571 |
Ratio Avg Win / Avg Loss | 0.3459 | 0.3254 | 0.3468 | 0.3177 | 0.3083 | 0.3038 |
Largest Winning Trade | 6073 | 6073 | 6050 | 7555 | 6542 | 7555 |
Largest Losing Trade | -30181 | -22064 | -30181 | -47052 | -32406 | -47052 |
Avg Bars in Trades | 91 | 94 | 88 | 91 | 94 | 88 |
Avg Bars in Winners | 60 | 56 | 64 | 60 | 56 | 64 |
Avg Bars in Losers | 182 | 170 | 207 | 182 | 170 | 207 |
Bars Traded | 6515 | 3409 | 3107 | 6515 | 3409 | 3107 |
Profit Streak | 0 | 0 | 410.6208 | 0 | 0 | 410.6208 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -629760 | -580393 | 302959 | -670356 | -580393 | 268037 |
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{ "first_band": { "type": "midprice", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.7136 } } }
# | 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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