Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138458.6078 | 22210.2361 | 116248.3717 | 170810.4769 | 38146.0878 | 132664.3891 |
Total P&L (%) | 138.4586 | 22.2102 | 116.2484 | 170.8105 | 38.1461 | 132.6644 |
Avg Daily Profit (%) | 0.2658 | 0.0426 | 0.2232 | 0.1915 | 0.0621 | 0.1623 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32098 | -24091 | -33299 | -74568 | -39600 | -81664 |
Profit Factor | 1.6538 | 1.2816 | 1.8749 | 1.4155 | 1.2703 | 1.4914 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 48.8889 | 44.4444 | 53.3333 | 48.8889 | 44.4444 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.729 | 1.6019 | 1.6405 | 1.4799 | 1.5879 | 1.305 |
Largest Winning Trade | 40142 | 22343 | 40142 | 72526 | 30875 | 72526 |
Largest Losing Trade | -20362 | -8326 | -20362 | -55270 | -17080 | -55270 |
Avg Bars in Trades | 273 | 46 | 500 | 273 | 46 | 500 |
Avg Bars in Winners | 371 | 58 | 631 | 371 | 58 | 631 |
Avg Bars in Losers | 180 | 37 | 351 | 180 | 37 | 351 |
Bars Traded | 24636 | 2101 | 22535 | 24636 | 2101 | 22535 |
Profit Streak | 10.1034 | 0 | 19.1242 | 10.1034 | 0 | 19.1242 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403789 | -142944 | 445414 | 296574 | -114092 | 343684 |
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 218, "a": 0.76538 } }, "second_band": { "type": "dcl", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 218, "a": 0.76538 } }, "second_band": { "type": "dcl", "factors": { "length": 229, "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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