Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98233.5375 | 78436.4252 | 19797.1122 | 99635.2101 | 91668.9599 | 7966.2501 |
Total P&L (%) | 98.2335 | 78.4364 | 19.7971 | 99.6352 | 91.669 | 7.9663 |
Avg Daily Profit (%) | 0.3772 | 0.3012 | 0.076 | 0.2658 | 0.2501 | 0.0294 |
Buy And Hold Return (%) | 16.4284 | 16.4284 | 16.4284 | 16.4284 | 16.4284 | 16.4284 |
Max Trade Drawdown | -37560 | -23946 | -45116 | -72859 | -32354 | -84340 |
Profit Factor | 1.5501 | 2.4642 | 1.1584 | 1.3728 | 2.1595 | 1.0423 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 68.3333 | 73.3333 | 63.3333 | 68.3333 | 73.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 0.7184 | 0.8961 | 0.6706 | 0.6362 | 0.7853 | 0.6035 |
Largest Winning Trade | 19559 | 14061 | 19559 | 22309 | 19496 | 22309 |
Largest Losing Trade | -30914 | -15022 | -30914 | -54634 | -20907 | -54634 |
Avg Bars in Trades | 407 | 385 | 430 | 407 | 385 | 430 |
Avg Bars in Winners | 263 | 289 | 232 | 263 | 289 | 232 |
Avg Bars in Losers | 719 | 647 | 771 | 719 | 647 | 771 |
Bars Traded | 24461 | 11558 | 12903 | 24461 | 11558 | 12903 |
Profit Streak | 10.8994 | 10.8994 | 24.2432 | 10.8994 | 10.8994 | 24.2432 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162503 | 415685 | -239606 | -164482 | 399941 | -493179 |
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{ "first_band": { "type": "midprice", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 206, "offset": 0, "a": 0.05076 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 206, "offset": 0, "a": 0.05076 } } }
# | 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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