Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241779.6208 | 138516.4812 | 103263.1396 | 256476.7804 | 121656.127 | 134820.6534 |
Total P&L (%) | 241.7796 | 138.5165 | 103.2631 | 256.4768 | 121.6561 | 134.8207 |
Avg Daily Profit (%) | 0.2321 | 0.133 | 0.0991 | 0.1221 | 0.0764 | 0.082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117056 | -90560 | -81595 | -501997 | -365657 | -251428 |
Profit Factor | 1.3053 | 1.3502 | 1.2604 | 1.098 | 1.0918 | 1.1044 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 203 | 105 | 98 | 203 | 105 | 98 |
Losing Trades | 140 | 67 | 73 | 140 | 67 | 73 |
Profitability (%) | 59.1837 | 61.0465 | 57.3099 | 59.1837 | 61.0465 | 57.3099 |
Ratio Avg Win / Avg Loss | 0.9002 | 0.8616 | 0.9389 | 0.7573 | 0.6967 | 0.8227 |
Largest Winning Trade | 38742 | 38742 | 25870 | 96788 | 96788 | 65781 |
Largest Losing Trade | -37600 | -24294 | -37600 | -141178 | -141178 | -124720 |
Avg Bars in Trades | 72 | 63 | 80 | 72 | 63 | 80 |
Avg Bars in Winners | 55 | 38 | 73 | 55 | 38 | 73 |
Avg Bars in Losers | 95 | 102 | 90 | 95 | 102 | 90 |
Bars Traded | 24749 | 10926 | 13824 | 24749 | 10926 | 13824 |
Profit Streak | 0 | 0 | 19.6355 | 0 | 0 | 19.6355 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335836 | -14995 | -59550 | -141377 | -210327 | -187907 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.7885 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.7885 } } }
# | 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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