Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152404.4304 | 1109120.95 | 43283.4803 | 920231.4009 | 102445.5174 | 817785.8835 |
Total P&L (%) | 1152.4044 | 1109.121 | 43.2835 | 920.2314 | 102.4455 | 817.7859 |
Avg Daily Profit (%) | 0.6139 | 0.5908 | 0.0231 | 0.1238 | 0.0376 | 0.1182 |
Buy And Hold Return (%) | 198.913 | 198.913 | 198.913 | 198.913 | 198.913 | 198.913 |
Max Trade Drawdown | -126458 | -84304 | -84506 | -1983777 | -1419530 | -1048931 |
Profit Factor | 3.2572 | 5.4858 | 1.1644 | 1.1696 | 1.033 | 1.3517 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 37.931 | 43.3333 | 40.678 | 37.931 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.7502 | 8.9767 | 1.5227 | 1.7056 | 1.6904 | 1.7676 |
Largest Winning Trade | 811679 | 811679 | 60674 | 971759 | 971759 | 593775 |
Largest Losing Trade | -47080 | -31037 | -47080 | -496178 | -420949 | -496178 |
Avg Bars in Trades | 93 | 83 | 103 | 93 | 83 | 103 |
Avg Bars in Winners | 154 | 141 | 166 | 154 | 141 | 166 |
Avg Bars in Losers | 51 | 47 | 54 | 51 | 47 | 54 |
Bars Traded | 5503 | 2413 | 3090 | 5503 | 2413 | 3090 |
Profit Streak | 0 | 181.1617 | 0 | 0 | 181.1617 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166405 | 532876 | -369058 | -245279 | -495341 | -38106 |
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{ "first_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.39658 } }, "second_band": { "type": "sma", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.39658 } }, "second_band": { "type": "sma", "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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