Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117734.1515 | 89558.6852 | 28175.4664 | 156063.5948 | 103819.5456 | 52244.0492 |
Total P&L (%) | 117.7342 | 89.5587 | 28.1755 | 156.0636 | 103.8195 | 52.244 |
Avg Daily Profit (%) | 1.3562 | 1.0317 | 0.3246 | 1.089 | 0.8236 | 0.4854 |
Buy And Hold Return (%) | 42.4118 | 42.4118 | 42.4118 | 42.4118 | 42.4118 | 42.4118 |
Max Trade Drawdown | -18099 | -17239 | -10987 | -41939 | -40649 | -17889 |
Profit Factor | 2.2383 | 2.7347 | 1.6485 | 1.8539 | 1.986 | 1.6744 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 40.9091 | 36.3636 | 45.4545 | 40.9091 | 36.3636 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2331 | 4.7857 | 1.9782 | 2.6779 | 3.4755 | 2.0093 |
Largest Winning Trade | 66622 | 66622 | 11088 | 84765 | 84765 | 24503 |
Largest Losing Trade | -5354 | -4551 | -5354 | -12028 | -10714 | -12028 |
Avg Bars in Trades | 274 | 286 | 262 | 274 | 286 | 262 |
Avg Bars in Winners | 493 | 571 | 431 | 493 | 571 | 431 |
Avg Bars in Losers | 122 | 122 | 121 | 122 | 122 | 121 |
Bars Traded | 24128 | 12585 | 11542 | 24128 | 12585 | 11542 |
Profit Streak | 3.6797 | 7.1277 | 0 | 3.6797 | 7.1277 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303075 | 225390 | -157626 | 296941 | 237577 | -84077 |
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{ "first_band": { "type": "t3", "factors": { "length": 129, "offset": 0, "a": 0.19733 } }, "second_band": { "type": "sma", "factors": { "length": 238, "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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