Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86653.6133 | 22363.2755 | 64290.3378 | 84863.3246 | 37245.3477 | 47617.9768 |
Total P&L (%) | 86.6536 | 22.3633 | 64.2903 | 84.8633 | 37.2453 | 47.618 |
Avg Daily Profit (%) | 0.3327 | 0.0859 | 0.2469 | 0.2362 | 0.1216 | 0.1497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46316 | -20100 | -34412 | -87043 | -28388 | -73163 |
Profit Factor | 1.4601 | 1.2207 | 1.7389 | 1.2978 | 1.2811 | 1.3123 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 72 | 31 | 41 | 72 | 31 | 41 |
Losing Trades | 23 | 16 | 7 | 23 | 16 | 7 |
Profitability (%) | 75.7895 | 65.9574 | 85.4167 | 75.7895 | 65.9574 | 85.4167 |
Ratio Avg Win / Avg Loss | 0.4664 | 0.6301 | 0.2969 | 0.4146 | 0.6612 | 0.2241 |
Largest Winning Trade | 11322 | 11322 | 9935 | 13316 | 13316 | 10629 |
Largest Losing Trade | -34412 | -23515 | -34412 | -64721 | -24390 | -64721 |
Avg Bars in Trades | 250 | 270 | 231 | 250 | 270 | 231 |
Avg Bars in Winners | 145 | 138 | 150 | 145 | 138 | 150 |
Avg Bars in Losers | 581 | 526 | 707 | 581 | 526 | 707 |
Bars Traded | 23841 | 12710 | 11131 | 23841 | 12710 | 11131 |
Profit Streak | 1.6434 | 7.5705 | 1.6434 | 1.6434 | 7.5705 | 1.6434 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311863 | -83793 | 319594 | 246461 | -32880 | 158712 |
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{ "first_band": { "type": "dema", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.38721 } } }
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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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