Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 45162.492 | -6069.9704 | 51232.4624 | 30594.76 | -7196.4261 | 37791.1861 |
Total P&L (%) | 45.1625 | -6.07 | 51.2325 | 30.5948 | -7.1964 | 37.7912 |
Avg Daily Profit (%) | 0.1734 | -0.0233 | 0.1967 | 0.1026 | -0.0287 | 0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31856 | -30352 | -31856 | -43894 | -32966 | -43894 |
Profit Factor | 1.2826 | 0.9272 | 1.6706 | 1.1633 | 0.9214 | 1.3942 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 68.4783 | 63.0435 | 73.913 | 68.4783 | 63.0435 | 73.913 |
Ratio Avg Win / Avg Loss | 0.5904 | 0.5435 | 0.5896 | 0.5355 | 0.5401 | 0.4921 |
Largest Winning Trade | 10158 | 9175 | 10158 | 9383 | 8800 | 9383 |
Largest Losing Trade | -31856 | -20207 | -31856 | -43894 | -21244 | -43894 |
Avg Bars in Trades | 256 | 276 | 236 | 256 | 276 | 236 |
Avg Bars in Winners | 174 | 192 | 158 | 174 | 192 | 158 |
Avg Bars in Losers | 435 | 421 | 455 | 435 | 421 | 455 |
Bars Traded | 23593 | 12735 | 10858 | 23593 | 12735 | 10858 |
Profit Streak | 0 | 0 | 19.5288 | 0 | 0 | 19.5288 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 196729 | -580409 | 326308 | -100195 | -580409 | -29666 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 230, "offset": 0, "a": 0.37243 } } }
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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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