Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166509.5554 | 44845.8144 | 121663.7409 | 261805.5684 | 55375.5854 | 206429.983 |
Total P&L (%) | 166.5096 | 44.8458 | 121.6637 | 261.8056 | 55.3756 | 206.43 |
Avg Daily Profit (%) | 0.3197 | 0.0861 | 0.2336 | 0.2472 | 0.0846 | 0.2152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98811 | -59654 | -46387 | -70644 | -57668 | -27908 |
Profit Factor | 1.701 | 1.3071 | 2.3291 | 1.9814 | 1.2896 | 3.7317 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 63.8298 | 63.8298 | 63.8298 | 63.8298 | 63.8298 | 63.8298 |
Ratio Avg Win / Avg Loss | 0.9639 | 0.7407 | 1.3198 | 1.1228 | 0.7308 | 2.1146 |
Largest Winning Trade | 23910 | 19539 | 23910 | 50622 | 50622 | 24066 |
Largest Losing Trade | -27656 | -27656 | -13497 | -36804 | -36804 | -12594 |
Avg Bars in Trades | 262 | 326 | 199 | 262 | 326 | 199 |
Avg Bars in Winners | 201 | 221 | 181 | 201 | 221 | 181 |
Avg Bars in Losers | 371 | 511 | 230 | 371 | 511 | 230 |
Bars Traded | 24713 | 15352 | 9361 | 24713 | 15352 | 9361 |
Profit Streak | 3.9546 | 0 | 5.3921 | 3.9546 | 0 | 5.3921 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380873 | -80025 | 476865 | 438052 | -81261 | 598678 |
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{ "first_band": { "type": "t3", "factors": { "length": 59, "offset": 0, "a": 0.10408 } }, "second_band": { "type": "rma", "factors": { "length": 154, "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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