Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117979.3471 | 32442.9243 | 85536.4228 | 120296.695 | 37120.441 | 83176.254 |
Total P&L (%) | 117.9793 | 32.4429 | 85.5364 | 120.2967 | 37.1204 | 83.1763 |
Avg Daily Profit (%) | 0.2265 | 0.0623 | 0.1642 | 0.1518 | 0.0606 | 0.1163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90143 | -65728 | -44630 | -77697 | -54952 | -41527 |
Profit Factor | 1.3221 | 1.1841 | 1.4502 | 1.3242 | 1.2103 | 1.4275 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 56.3953 | 52.3256 | 60.4651 | 56.3953 | 52.3256 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.0223 | 1.0788 | 0.9482 | 1.0239 | 1.1027 | 0.9334 |
Largest Winning Trade | 32667 | 15308 | 32667 | 24066 | 15094 | 24066 |
Largest Losing Trade | -21293 | -21293 | -19788 | -27900 | -27900 | -17144 |
Avg Bars in Trades | 143 | 151 | 136 | 143 | 151 | 136 |
Avg Bars in Winners | 129 | 129 | 128 | 129 | 129 | 128 |
Avg Bars in Losers | 162 | 174 | 147 | 162 | 174 | 147 |
Bars Traded | 24728 | 13003 | 11725 | 24728 | 13003 | 11725 |
Profit Streak | 4.6854 | 5.7062 | 0 | 4.6854 | 5.7062 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347363 | -130582 | 266099 | 324818 | -114796 | -37825 |
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{ "first_band": { "type": "t3", "factors": { "length": 76, "offset": 0, "a": 0.80436 } }, "second_band": { "type": "rma", "factors": { "length": 75, "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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