Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182406.3217 | 83297.3198 | 99109.0019 | 243061.582 | 145821.5701 | 97240.0119 |
Total P&L (%) | 182.4063 | 83.2973 | 99.109 | 243.0616 | 145.8216 | 97.24 |
Avg Daily Profit (%) | 0.3502 | 0.1599 | 0.1903 | 0.237 | 0.1728 | 0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62262 | -32954 | -58148 | -82100 | -46264 | -76108 |
Profit Factor | 1.344 | 1.3283 | 1.3584 | 1.3127 | 1.3921 | 1.2399 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 95 | 44 | 51 | 95 | 44 | 51 |
Losing Trades | 132 | 69 | 63 | 132 | 69 | 63 |
Profitability (%) | 41.8502 | 38.9381 | 44.7368 | 41.8502 | 38.9381 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.8674 | 2.083 | 1.678 | 1.824 | 2.183 | 1.5316 |
Largest Winning Trade | 34338 | 34338 | 33557 | 51971 | 51971 | 35242 |
Largest Losing Trade | -11055 | -10808 | -11055 | -22709 | -20409 | -22709 |
Avg Bars in Trades | 109 | 110 | 108 | 109 | 110 | 108 |
Avg Bars in Winners | 167 | 170 | 164 | 167 | 170 | 164 |
Avg Bars in Losers | 67 | 71 | 63 | 67 | 71 | 63 |
Bars Traded | 24822 | 12478 | 12344 | 24822 | 12478 | 12344 |
Profit Streak | 14.2978 | 14.2978 | 15.0478 | 14.2978 | 14.2978 | 15.0478 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335248 | 148152 | 262645 | 293516 | 166164 | -19770 |
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{ "first_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.91317 } }, "second_band": { "type": "tema", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 104, "offset": 0, "a": 0.91317 } }, "second_band": { "type": "tema", "factors": { "length": 88, "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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