Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113417.9276 | 44203.1668 | 69214.7608 | 152706.599 | 60406.5144 | 92300.0846 |
Total P&L (%) | 113.4179 | 44.2032 | 69.2148 | 152.7066 | 60.4065 | 92.3001 |
Avg Daily Profit (%) | 0.4355 | 0.1697 | 0.2658 | 0.3566 | 0.1816 | 0.2514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29788 | -16864 | -17685 | -45343 | -31684 | -35203 |
Profit Factor | 1.4204 | 1.3181 | 1.5289 | 1.3694 | 1.2871 | 1.4546 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 105 | 51 | 54 | 105 | 51 | 54 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 1.7142 | 1.4939 | 1.9657 | 1.6527 | 1.4588 | 1.8702 |
Largest Winning Trade | 24752 | 19794 | 24752 | 22612 | 22075 | 22612 |
Largest Losing Trade | -9392 | -7917 | -9392 | -16688 | -12582 | -16688 |
Avg Bars in Trades | 129 | 132 | 126 | 129 | 132 | 126 |
Avg Bars in Winners | 184 | 192 | 177 | 184 | 192 | 177 |
Avg Bars in Losers | 82 | 79 | 86 | 82 | 79 | 86 |
Bars Traded | 24797 | 12679 | 12118 | 24797 | 12679 | 12118 |
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 | 336650 | 100788 | 237619 | 301161 | 141150 | 218745 |
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{ "first_band": { "type": "t3", "factors": { "length": 85, "offset": 12, "a": 0.67129 } }, "second_band": { "type": "sma", "factors": { "length": 118, "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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