Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120302.9618 | 39977.8947 | 80325.0671 | 133546.5245 | 29514.6933 | 104031.8312 |
Total P&L (%) | 120.303 | 39.9779 | 80.3251 | 133.5465 | 29.5147 | 104.0318 |
Avg Daily Profit (%) | 0.231 | 0.0768 | 0.1542 | 0.163 | 0.0497 | 0.137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60269 | -42036 | -49498 | -62503 | -42123 | -45949 |
Profit Factor | 1.4835 | 1.2911 | 1.7203 | 1.4722 | 1.1802 | 1.8738 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 72.2772 | 68 | 76.4706 | 72.2772 | 68 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.569 | 0.6076 | 0.5293 | 0.5647 | 0.5554 | 0.5766 |
Largest Winning Trade | 15567 | 15567 | 12406 | 23278 | 23278 | 16741 |
Largest Losing Trade | -26714 | -26714 | -24228 | -26132 | -26132 | -22311 |
Avg Bars in Trades | 240 | 254 | 227 | 240 | 254 | 227 |
Avg Bars in Winners | 142 | 143 | 140 | 142 | 143 | 140 |
Avg Bars in Losers | 497 | 490 | 507 | 497 | 490 | 507 |
Bars Traded | 24308 | 12730 | 11578 | 24308 | 12730 | 11578 |
Profit Streak | 42.9535 | 51.266 | 42.9535 | 42.9535 | 51.266 | 42.9535 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430970 | -271069 | -167939 | 407574 | -330425 | -184997 |
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{ "first_band": { "type": "ema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.084 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.084 } } }
# | 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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