Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95069.3689 | 27354.1833 | 67715.1856 | 113614.1502 | 32369.5803 | 81244.5699 |
Total P&L (%) | 95.0694 | 27.3542 | 67.7152 | 113.6142 | 32.3696 | 81.2446 |
Avg Daily Profit (%) | 0.3651 | 0.105 | 0.26 | 0.2919 | 0.1077 | 0.2286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57548 | -32577 | -41104 | -106378 | -59514 | -77104 |
Profit Factor | 1.4537 | 1.2423 | 1.7007 | 1.3255 | 1.1774 | 1.4874 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 70.0787 | 66.6667 | 73.4375 | 70.0787 | 66.6667 | 73.4375 |
Ratio Avg Win / Avg Loss | 0.6207 | 0.6211 | 0.6152 | 0.5659 | 0.5887 | 0.538 |
Largest Winning Trade | 13545 | 13545 | 9673 | 20995 | 20995 | 12856 |
Largest Losing Trade | -17899 | -17899 | -17391 | -31240 | -24303 | -31240 |
Avg Bars in Trades | 190 | 183 | 196 | 190 | 183 | 196 |
Avg Bars in Winners | 135 | 125 | 144 | 135 | 125 | 144 |
Avg Bars in Losers | 319 | 301 | 342 | 319 | 301 | 342 |
Bars Traded | 24188 | 11587 | 12601 | 24188 | 11587 | 12601 |
Profit Streak | 0 | 15.5286 | 0 | 0 | 15.5286 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357569 | -202880 | -129111 | 306832 | -223896 | -130109 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.61312 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 200, "offset": 0, "a": 0.61312 } } }
# | 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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