Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448277.9307 | 396528.527 | 51749.4037 | 256683.8025 | 117642.3557 | 139041.4467 |
Total P&L (%) | 448.2779 | 396.5285 | 51.7494 | 256.6838 | 117.6424 | 139.0414 |
Avg Daily Profit (%) | 0.2152 | 0.1903 | 0.0248 | 0.0611 | 0.0373 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107499 | -45768 | -132205 | -229803 | -131208 | -131703 |
Profit Factor | 1.871 | 2.5931 | 1.1947 | 1.2589 | 1.2334 | 1.2852 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 52.381 | 50 | 54.7619 | 52.381 | 50 | 54.7619 |
Ratio Avg Win / Avg Loss | 1.7009 | 2.5931 | 0.9869 | 1.1444 | 1.2334 | 1.0617 |
Largest Winning Trade | 249449 | 249449 | 62994 | 172019 | 114898 | 172019 |
Largest Losing Trade | -50400 | -37720 | -50400 | -92448 | -80338 | -92448 |
Avg Bars in Trades | 294 | 257 | 331 | 294 | 257 | 331 |
Avg Bars in Winners | 377 | 354 | 397 | 377 | 354 | 397 |
Avg Bars in Losers | 203 | 159 | 251 | 203 | 159 | 251 |
Bars Traded | 24736 | 10798 | 13937 | 24736 | 10798 | 13937 |
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 | 426064 | 450955 | -168270 | -111028 | -143304 | -136367 |
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{ "first_band": { "type": "rma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 64, "offset": 0, "a": 0.06616 } } }
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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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