Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 568015.0716 | 546757.3257 | 21257.7459 | 391309.5569 | 556121.7431 | -164812.1861 |
Total P&L (%) | 568.0151 | 546.7573 | 21.2577 | 391.3096 | 556.1217 | -164.8122 |
Avg Daily Profit (%) | 0.2728 | 0.2625 | 0.0102 | 0.0765 | 0.0904 | 0 |
Buy And Hold Return (%) | 81.5589 | 81.5589 | 81.5589 | 81.5589 | 81.5589 | 81.5589 |
Max Trade Drawdown | -128670 | -88288 | -326495 | -1800846 | -1382293 | -1221661 |
Profit Factor | 1.3201 | 1.6958 | 1.0215 | 1.0397 | 1.1139 | 0.9669 |
Total Trades | 400 | 200 | 200 | 400 | 200 | 200 |
Winning Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Losing Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Profitability (%) | 41.25 | 41.5 | 41 | 41.25 | 41.5 | 41 |
Ratio Avg Win / Avg Loss | 1.8801 | 2.3905 | 1.47 | 1.4807 | 1.5701 | 1.3914 |
Largest Winning Trade | 108184 | 108184 | 62751 | 640252 | 640252 | 281606 |
Largest Losing Trade | -39935 | -24096 | -39935 | -622942 | -410976 | -622942 |
Avg Bars in Trades | 62 | 64 | 60 | 62 | 64 | 60 |
Avg Bars in Winners | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Losers | 40 | 42 | 39 | 40 | 42 | 39 |
Bars Traded | 24831 | 12813 | 12017 | 24831 | 12813 | 12017 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311096 | 315867 | -544864 | -270579 | -169005 | -582119 |
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{ "first_band": { "type": "t3", "factors": { "length": 50, "offset": 0, "a": 0.59532 } }, "second_band": { "type": "ema", "factors": { "length": 54, "offset": 0 } } }
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# | 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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