Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683961.9848 | 519227.8757 | 164734.1091 | 3200644.3649 | 1280867.7091 | 1919776.6557 |
Total P&L (%) | 683.962 | 519.2279 | 164.7341 | 3200.6444 | 1280.8677 | 1919.7767 |
Avg Daily Profit (%) | 0.3863 | 0.2933 | 0.0931 | 0.1977 | 0.1484 | 0.1699 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60828 | -38517 | -80298 | -1442274 | -639159 | -816273 |
Profit Factor | 2.7031 | 3.7648 | 1.7705 | 1.765 | 1.5808 | 1.9702 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 46.1538 | 46.875 | 45.4545 | 46.1538 | 46.875 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.1536 | 4.2668 | 2.1246 | 2.0591 | 1.7916 | 2.3642 |
Largest Winning Trade | 188446 | 188446 | 69784 | 1286002 | 896405 | 1286002 |
Largest Losing Trade | -51219 | -30743 | -51219 | -434705 | -434705 | -414449 |
Avg Bars in Trades | 158 | 153 | 163 | 158 | 153 | 163 |
Avg Bars in Winners | 264 | 253 | 275 | 264 | 253 | 275 |
Avg Bars in Losers | 67 | 65 | 70 | 67 | 65 | 70 |
Bars Traded | 10311 | 4913 | 5398 | 10311 | 4913 | 5398 |
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 | -122985 | 521158 | -67170 | -126408 | 257246 | 350311 |
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{ "first_band": { "type": "t3", "factors": { "length": 127, "offset": 0, "a": 0.62178 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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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