Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170593.6844 | 124875.0587 | 45718.6257 | 289548.792 | 163734.4148 | 125814.3772 |
Total P&L (%) | 170.5937 | 124.8751 | 45.7186 | 289.5488 | 163.7344 | 125.8144 |
Avg Daily Profit (%) | 1.9651 | 1.4385 | 0.5267 | 1.5788 | 1.1234 | 0.9427 |
Buy And Hold Return (%) | 44.7892 | 44.7892 | 44.7892 | 44.7892 | 44.7892 | 44.7892 |
Max Trade Drawdown | -39054 | -28355 | -16895 | -149898 | -109781 | -57683 |
Profit Factor | 2.0788 | 2.4932 | 1.6137 | 1.6875 | 1.7071 | 1.6636 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 40.2174 | 34.7826 | 45.6522 | 40.2174 | 34.7826 | 45.6522 |
Ratio Avg Win / Avg Loss | 3.0901 | 4.6748 | 1.921 | 2.5084 | 3.2007 | 1.9804 |
Largest Winning Trade | 54059 | 54059 | 24306 | 96204 | 96204 | 58124 |
Largest Losing Trade | -10045 | -6765 | -10045 | -34888 | -22315 | -34888 |
Avg Bars in Trades | 261 | 267 | 256 | 261 | 267 | 256 |
Avg Bars in Winners | 422 | 463 | 390 | 422 | 463 | 390 |
Avg Bars in Losers | 154 | 163 | 143 | 154 | 163 | 143 |
Bars Traded | 24101 | 12308 | 11793 | 24101 | 12308 | 11793 |
Profit Streak | 5.7638 | 5.7638 | 6.243 | 5.7638 | 5.7638 | 6.243 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395571 | 275999 | -148724 | 429579 | 239299 | 355431 |
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{ "first_band": { "type": "t3", "factors": { "length": 125, "offset": 120, "a": 0.7162 } }, "second_band": { "type": "midpoint", "factors": { "length": 169, "offset": 0 } } }
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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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