Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074188.558 | 1020516.4347 | 53672.1234 | 1386760.4511 | 1507361.6393 | -120601.1882 |
Total P&L (%) | 1074.1886 | 1020.5164 | 53.6721 | 1386.7605 | 1507.3616 | -120.6012 |
Avg Daily Profit (%) | 0.4296 | 0.4081 | 0.0215 | 0.108 | 0.1111 | 0 |
Buy And Hold Return (%) | 467.3966 | 467.3966 | 467.3966 | 467.3966 | 467.3966 | 467.3966 |
Max Trade Drawdown | -84972 | -81073 | -77804 | -4616863 | -4260031 | -3295810 |
Profit Factor | 3.4069 | 5.5643 | 1.241 | 1.1065 | 1.2228 | 0.9807 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 46.1538 | 42.4242 | 50 | 46.1538 | 42.4242 | 50 |
Ratio Avg Win / Avg Loss | 3.9747 | 7.5516 | 1.241 | 1.2909 | 1.6595 | 0.9807 |
Largest Winning Trade | 679598 | 679598 | 48294 | 4613646 | 4613646 | 1916461 |
Largest Losing Trade | -63021 | -35905 | -63021 | -2728308 | -1470460 | -2728308 |
Avg Bars in Trades | 151 | 135 | 168 | 151 | 135 | 168 |
Avg Bars in Winners | 212 | 205 | 218 | 212 | 205 | 218 |
Avg Bars in Losers | 99 | 83 | 119 | 99 | 83 | 119 |
Bars Traded | 9855 | 4460 | 5395 | 9855 | 4460 | 5395 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126158 | 337976 | -330273 | -292674 | -49379 | -580810 |
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.72506 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 46, "offset": 0, "a": 0.72506 } } }
# | 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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