Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069541.1183 | 1075811.3679 | -6270.2496 | 740648.5413 | 920813.3866 | -180164.8453 |
Total P&L (%) | 1069.5411 | 1075.8114 | -6.2703 | 740.6485 | 920.8134 | -180.1648 |
Avg Daily Profit (%) | 0.5899 | 0.5934 | -0.0035 | 0.1175 | 0.1282 | 0 |
Buy And Hold Return (%) | 531.5458 | 531.5458 | 531.5458 | 531.5458 | 531.5458 | 531.5458 |
Max Trade Drawdown | -139940 | -85691 | -138681 | -768240 | -552616 | -449283 |
Profit Factor | 2.7366 | 4.63 | 0.9804 | 1.2974 | 1.7541 | 0.858 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 42.8571 | 48.5714 | 37.1429 | 42.8571 | 48.5714 | 37.1429 |
Ratio Avg Win / Avg Loss | 3.6488 | 4.9024 | 1.6591 | 1.7299 | 1.8573 | 1.4521 |
Largest Winning Trade | 536507 | 536507 | 79393 | 601215 | 601215 | 239323 |
Largest Losing Trade | -50863 | -36626 | -50863 | -182293 | -182293 | -165460 |
Avg Bars in Trades | 302 | 277 | 326 | 302 | 277 | 326 |
Avg Bars in Winners | 473 | 397 | 572 | 473 | 397 | 572 |
Avg Bars in Losers | 173 | 163 | 181 | 173 | 163 | 181 |
Bars Traded | 21143 | 9712 | 11431 | 21143 | 9712 | 11431 |
Profit Streak | 0 | 104.6389 | 0 | 0 | 104.6389 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91771 | 438846 | -583009 | -179491 | -26777 | -584121 |
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{ "first_band": { "type": "t3", "factors": { "length": 83, "offset": 125, "a": 0.292 } }, "second_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 83, "offset": 125, "a": 0.292 } }, "second_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } } }
# | 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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