Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73451.6506 | 25397.5194 | 48054.1312 | 79375.5083 | 35594.485 | 43781.0233 |
Total P&L (%) | 73.4517 | 25.3975 | 48.0541 | 79.3755 | 35.5945 | 43.781 |
Avg Daily Profit (%) | 0.2821 | 0.0975 | 0.1845 | 0.2246 | 0.117 | 0.1395 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27578 | -19920 | -21491 | -44753 | -21497 | -36549 |
Profit Factor | 1.4943 | 1.3471 | 1.6372 | 1.3574 | 1.3544 | 1.3599 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 69.6629 | 65.9091 | 73.3333 | 69.6629 | 65.9091 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.6508 | 0.6968 | 0.5953 | 0.5911 | 0.7006 | 0.4945 |
Largest Winning Trade | 12857 | 8783 | 12857 | 15326 | 10199 | 15326 |
Largest Losing Trade | -21491 | -19920 | -21491 | -35378 | -21497 | -35378 |
Avg Bars in Trades | 266 | 283 | 250 | 266 | 283 | 250 |
Avg Bars in Winners | 158 | 172 | 146 | 158 | 172 | 146 |
Avg Bars in Losers | 515 | 497 | 536 | 515 | 497 | 536 |
Bars Traded | 23729 | 12461 | 11268 | 23729 | 12461 | 11268 |
Profit Streak | 10.0548 | 0 | 13.534 | 10.0548 | 0 | 13.534 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369292 | -66862 | 309667 | 321497 | -39953 | -7566 |
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{ "first_band": { "type": "ema", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.20453 } } }
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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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