Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134233.5631 | 69192.5021 | 65041.061 | 192229.1763 | 109203.7828 | 83025.3936 |
Total P&L (%) | 134.2336 | 69.1925 | 65.0411 | 192.2292 | 109.2038 | 83.0254 |
Avg Daily Profit (%) | 0.5155 | 0.2657 | 0.2498 | 0.4126 | 0.2838 | 0.2324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35984 | -38320 | -38510 | -121632 | -63423 | -124461 |
Profit Factor | 1.5327 | 1.476 | 1.6099 | 1.3219 | 1.3302 | 1.3115 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Losing Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Profitability (%) | 51.2658 | 50.6329 | 51.8987 | 51.2658 | 50.6329 | 51.8987 |
Ratio Avg Win / Avg Loss | 1.457 | 1.4391 | 1.4921 | 1.2566 | 1.297 | 1.2156 |
Largest Winning Trade | 29633 | 29633 | 16353 | 62149 | 62149 | 44397 |
Largest Losing Trade | -15953 | -15953 | -11863 | -38621 | -30002 | -38621 |
Avg Bars in Trades | 156 | 170 | 142 | 156 | 170 | 142 |
Avg Bars in Winners | 167 | 166 | 167 | 167 | 166 | 167 |
Avg Bars in Losers | 145 | 175 | 114 | 145 | 175 | 114 |
Bars Traded | 24754 | 13508 | 11246 | 24754 | 13508 | 11246 |
Profit Streak | 0 | 0 | 3.6776 | 0 | 0 | 3.6776 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411096 | -18983 | -18515 | 333088 | -19665 | -20115 |
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{ "first_band": { "type": "t3", "factors": { "length": 214, "offset": 0, "a": 0.84125 } }, "second_band": { "type": "ema", "factors": { "length": 87, "offset": 69 } } }
# | 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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