Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77100.086 | 63318.3548 | 13781.7312 | 58016.0506 | 58330.0622 | -314.0116 |
Total P&L (%) | 77.1001 | 63.3184 | 13.7817 | 58.0161 | 58.3301 | -0.314 |
Avg Daily Profit (%) | 0.2961 | 0.2431 | 0.0529 | 0.1758 | 0.1766 | -0.0012 |
Buy And Hold Return (%) | 23.8246 | 23.8246 | 23.8246 | 23.8246 | 23.8246 | 23.8246 |
Max Trade Drawdown | -68357 | -35299 | -45153 | -80435 | -46871 | -70522 |
Profit Factor | 1.3754 | 1.8757 | 1.1035 | 1.1975 | 1.5519 | 0.9983 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Profitability (%) | 73.4177 | 76.9231 | 70 | 73.4177 | 76.9231 | 70 |
Ratio Avg Win / Avg Loss | 0.498 | 0.5627 | 0.4729 | 0.4336 | 0.4656 | 0.4279 |
Largest Winning Trade | 12273 | 11089 | 12273 | 13503 | 11625 | 13503 |
Largest Losing Trade | -34315 | -19153 | -34315 | -70522 | -24888 | -70522 |
Avg Bars in Trades | 301 | 289 | 313 | 301 | 289 | 313 |
Avg Bars in Winners | 201 | 219 | 183 | 201 | 219 | 183 |
Avg Bars in Losers | 576 | 522 | 617 | 576 | 522 | 617 |
Bars Traded | 23829 | 11294 | 12535 | 23829 | 11294 | 12535 |
Profit Streak | 14.0741 | 25.0637 | 14.0741 | 14.0741 | 25.0637 | 14.0741 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23865 | 305870 | -394498 | -29789 | 238211 | -578957 |
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{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 250, "offset": 0, "a": 0.5239 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 250, "offset": 0, "a": 0.5239 } } }
# | 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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