Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169306.3032 | 78372.7526 | 90933.5506 | 157546.5987 | 102102.2286 | 55444.37 |
Total P&L (%) | 169.3063 | 78.3728 | 90.9336 | 157.5466 | 102.1022 | 55.4444 |
Avg Daily Profit (%) | 0.1848 | 0.0856 | 0.0993 | 0.1033 | 0.0768 | 0.0482 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71092 | -66494 | -54575 | -133928 | -106024 | -143954 |
Profit Factor | 1.4785 | 1.4336 | 1.5255 | 1.209 | 1.2917 | 1.1372 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 47.7273 | 40.9091 | 54.5455 | 47.7273 | 40.9091 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.6194 | 2.0707 | 1.2712 | 1.3241 | 1.8659 | 0.9477 |
Largest Winning Trade | 65815 | 65815 | 29363 | 97018 | 97018 | 65574 |
Largest Losing Trade | -33063 | -15353 | -33063 | -76925 | -36047 | -76925 |
Avg Bars in Trades | 122 | 121 | 123 | 122 | 121 | 123 |
Avg Bars in Winners | 170 | 173 | 168 | 170 | 173 | 168 |
Avg Bars in Losers | 78 | 85 | 68 | 78 | 85 | 68 |
Bars Traded | 10767 | 5350 | 5417 | 10767 | 5350 | 5417 |
Profit Streak | 0 | 0 | 34.387 | 0 | 0 | 34.387 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328625 | -80202 | -57802 | -56163 | -92692 | -199592 |
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{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.78081 } }, "second_band": { "type": "dema", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.78081 } }, "second_band": { "type": "dema", "factors": { "length": 67, "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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