Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1769306.94 | 1587235.7377 | 182071.2023 | 3833270.2687 | -4075435.4221 | 7908705.6909 |
Total P&L (%) | 1769.3069 | 1587.2357 | 182.0712 | 3833.2703 | -4075.4354 | 7908.7057 |
Avg Daily Profit (%) | 0.7523 | 0.6748 | 0.0774 | 0.1562 | 0 | 0.1865 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151580 | -89298 | -70072 | -18732861 | -10190727 | -8602698 |
Profit Factor | 3.4162 | 5.4285 | 1.487 | 1.1061 | 0.7904 | 1.4744 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 36.1111 | 27.7778 | 44.4444 | 36.1111 | 27.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.044 | 14.1142 | 1.8588 | 1.957 | 2.0551 | 1.843 |
Largest Winning Trade | 1390233 | 1390233 | 64518 | 8888886 | 6094897 | 8888886 |
Largest Losing Trade | -32180 | -32058 | -32180 | -5760767 | -4195261 | -5760767 |
Avg Bars in Trades | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Winners | 86 | 82 | 88 | 86 | 82 | 88 |
Avg Bars in Losers | 18 | 20 | 16 | 18 | 20 | 16 |
Bars Traded | 4656 | 2035 | 2621 | 4656 | 2035 | 2621 |
Profit Streak | 0 | 0 | 44.748 | 0 | 0 | 44.748 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 510374 | -177699 | -268914 | -100120 | -775905 | -171477 |
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{ "first_band": { "type": "t3", "factors": { "length": 16, "offset": 0, "a": 0.29116 } }, "second_band": { "type": "tema", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 16, "offset": 0, "a": 0.29116 } }, "second_band": { "type": "tema", "factors": { "length": 41, "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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