Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157306.0071 | 1031273.9554 | 126032.0518 | 8143197.4622 | 2034310.7472 | 6108886.715 |
Total P&L (%) | 1157.306 | 1031.274 | 126.0321 | 8143.1975 | 2034.3107 | 6108.8867 |
Avg Daily Profit (%) | 0.6198 | 0.5523 | 0.0675 | 0.2366 | 0.1641 | 0.2213 |
Buy And Hold Return (%) | 294.5639 | 294.5639 | 294.5639 | 294.5639 | 294.5639 | 294.5639 |
Max Trade Drawdown | -150556 | -69638 | -123436 | -9988527 | -8165941 | -4569885 |
Profit Factor | 2.3018 | 3.4084 | 1.2735 | 1.2834 | 1.1218 | 1.5076 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 78 | 36 | 42 | 78 | 36 | 42 |
Losing Trades | 130 | 68 | 62 | 130 | 68 | 62 |
Profitability (%) | 37.5 | 34.6154 | 40.3846 | 37.5 | 34.6154 | 40.3846 |
Ratio Avg Win / Avg Loss | 3.8364 | 6.4381 | 1.8799 | 2.139 | 2.119 | 2.2255 |
Largest Winning Trade | 548681 | 548681 | 49330 | 7764046 | 7764046 | 3601122 |
Largest Losing Trade | -24357 | -18250 | -24357 | -2286324 | -2286324 | -1998933 |
Avg Bars in Trades | 35 | 31 | 39 | 35 | 31 | 39 |
Avg Bars in Winners | 64 | 58 | 69 | 64 | 58 | 69 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 7377 | 3278 | 4099 | 7377 | 3278 | 4099 |
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 | 358224 | 311083 | -271572 | 204168 | -84023 | 240030 |
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{ "first_band": { "type": "sma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 7, "offset": 0, "a": 0.98344 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 7, "offset": 0, "a": 0.98344 } } }
# | 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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