Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86381.0596 | 32190.0298 | 54191.0298 | 86616.156 | 34961.5605 | 51654.5955 |
Total P&L (%) | 86.3811 | 32.19 | 54.191 | 86.6162 | 34.9616 | 51.6546 |
Avg Daily Profit (%) | 0.3317 | 0.1236 | 0.2081 | 0.2399 | 0.1152 | 0.16 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61647 | -32945 | -48840 | -81256 | -45375 | -63675 |
Profit Factor | 1.4777 | 1.4287 | 1.5126 | 1.37 | 1.3685 | 1.3711 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Profitability (%) | 68.8889 | 60 | 77.7778 | 68.8889 | 60 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.6674 | 0.9524 | 0.4322 | 0.6187 | 0.9123 | 0.3917 |
Largest Winning Trade | 12071 | 10424 | 12071 | 16039 | 11537 | 16039 |
Largest Losing Trade | -31529 | -16058 | -31529 | -43353 | -22883 | -43353 |
Avg Bars in Trades | 265 | 264 | 266 | 265 | 264 | 266 |
Avg Bars in Winners | 198 | 188 | 205 | 198 | 188 | 205 |
Avg Bars in Losers | 414 | 378 | 480 | 414 | 378 | 480 |
Bars Traded | 23915 | 11909 | 12006 | 23915 | 11909 | 12006 |
Profit Streak | 19.4255 | 19.4255 | 49.3005 | 19.4255 | 19.4255 | 49.3005 |
Trades During Streak | 8 | 4 | 9 | 8 | 4 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413422 | -30222 | 370017 | 361472 | -41560 | 318020 |
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{ "first_band": { "type": "midprice", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 78, "offset": 203, "a": 0.3056 } } }
# | 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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