Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120727.6718 | 1190577.9047 | -69850.2329 | -245217.055 | -143373.6744 | -101843.3806 |
Total P&L (%) | 1120.7277 | 1190.5779 | -69.8502 | -245.2171 | -143.3737 | -101.8434 |
Avg Daily Profit (%) | 0.6165 | 0.655 | -0.0384 | 0 | 0 | 0 |
Buy And Hold Return (%) | 555.177 | 555.177 | 555.177 | 555.177 | 555.177 | 555.177 |
Max Trade Drawdown | -193151 | -111547 | -191032 | -335784 | -188729 | -153351 |
Profit Factor | 2.4188 | 4.4026 | 0.8413 | 0.6587 | 0.6351 | 0.6872 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 56 | 29 | 27 | 46 | 21 | 25 |
Losing Trades | 48 | 23 | 25 | 58 | 31 | 27 |
Profitability (%) | 53.8462 | 55.7692 | 51.9231 | 44.2308 | 40.3846 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.0732 | 3.4918 | 0.7789 | 0.8305 | 0.9375 | 0.7422 |
Largest Winning Trade | 687665 | 687665 | 78778 | 62324 | 62324 | 39631 |
Largest Losing Trade | -112628 | -50736 | -112628 | -98644 | -81917 | -98644 |
Avg Bars in Trades | 206 | 181 | 230 | 206 | 181 | 230 |
Avg Bars in Winners | 246 | 205 | 290 | 150 | 157 | 144 |
Avg Bars in Losers | 159 | 151 | 166 | 250 | 197 | 310 |
Bars Traded | 21454 | 9444 | 12010 | 21454 | 9444 | 12010 |
Profit Streak | 0 | 102.8899 | 0 | 4.2232 | 0 | 8.7232 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367825 | -164555 | -760584 | -582756 | -764572 | -760911 |
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{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 50, "offset": 0, "a": 0.04504 } } }
# | 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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