Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113313.7154 | 66494.1149 | 46819.6005 | 146682.4294 | 108439.6329 | 38242.7965 |
Total P&L (%) | 113.3137 | 66.4941 | 46.8196 | 146.6824 | 108.4396 | 38.2428 |
Avg Daily Profit (%) | 0.4351 | 0.2553 | 0.1798 | 0.3473 | 0.2824 | 0.1244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50386 | -38303 | -36757 | -74067 | -55696 | -73793 |
Profit Factor | 1.5192 | 1.7322 | 1.3674 | 1.4074 | 1.7971 | 1.1707 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 57.8947 | 59.6491 | 56.1404 | 57.8947 | 59.6491 | 56.1404 |
Ratio Avg Win / Avg Loss | 1.1049 | 1.1718 | 1.0683 | 1.0236 | 1.2157 | 0.9146 |
Largest Winning Trade | 25628 | 13772 | 25628 | 29400 | 27277 | 29400 |
Largest Losing Trade | -14997 | -10717 | -14997 | -38986 | -18695 | -38986 |
Avg Bars in Trades | 213 | 221 | 206 | 213 | 221 | 206 |
Avg Bars in Winners | 227 | 239 | 215 | 227 | 239 | 215 |
Avg Bars in Losers | 194 | 195 | 193 | 194 | 195 | 193 |
Bars Traded | 24378 | 12634 | 11744 | 24378 | 12634 | 11744 |
Profit Streak | 8.4688 | 24.4896 | 8.4688 | 8.4688 | 24.4896 | 8.4688 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451376 | -168582 | -173655 | 399767 | -167991 | -243665 |
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{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.728 } }, "second_band": { "type": "ema", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 128, "offset": 0, "a": 0.728 } }, "second_band": { "type": "ema", "factors": { "length": 225, "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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