Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116505.5641 | 45198.79 | 71306.7741 | 170851.1761 | 83603.1866 | 87247.9895 |
Total P&L (%) | 116.5056 | 45.1988 | 71.3068 | 170.8512 | 83.6032 | 87.248 |
Avg Daily Profit (%) | 0.4474 | 0.1736 | 0.2738 | 0.3833 | 0.2336 | 0.2412 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30891 | -11745 | -26413 | -74082 | -26224 | -65333 |
Profit Factor | 1.6872 | 1.6491 | 1.7137 | 1.5054 | 1.6408 | 1.4202 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 49.5238 | 48.0769 | 50.9434 | 49.5238 | 48.0769 | 50.9434 |
Ratio Avg Win / Avg Loss | 1.7196 | 1.781 | 1.6502 | 1.5343 | 1.772 | 1.3676 |
Largest Winning Trade | 21092 | 21092 | 20555 | 31194 | 27309 | 31194 |
Largest Losing Trade | -10922 | -6238 | -10922 | -31771 | -18398 | -31771 |
Avg Bars in Trades | 235 | 252 | 218 | 235 | 252 | 218 |
Avg Bars in Winners | 258 | 287 | 231 | 258 | 287 | 231 |
Avg Bars in Losers | 213 | 220 | 205 | 213 | 220 | 205 |
Bars Traded | 24732 | 13141 | 11591 | 24732 | 13141 | 11591 |
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 | 418698 | -173440 | -169828 | 372118 | -171183 | -172537 |
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{ "first_band": { "type": "t3", "factors": { "length": 156, "offset": 0, "a": 0.88705 } }, "second_band": { "type": "rma", "factors": { "length": 89, "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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