Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115617.9916 | 43545.8569 | 72072.1347 | 161253.8873 | 73813.6847 | 87440.2026 |
Total P&L (%) | 115.618 | 43.5459 | 72.0721 | 161.2539 | 73.8137 | 87.4402 |
Avg Daily Profit (%) | 0.444 | 0.1672 | 0.2768 | 0.3694 | 0.2125 | 0.2416 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32701 | -31936 | -35289 | -55862 | -46845 | -54856 |
Profit Factor | 1.6717 | 1.5209 | 1.814 | 1.601 | 1.6017 | 1.6004 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 64.1304 | 58.6957 | 69.5652 | 64.1304 | 58.6957 | 69.5652 |
Ratio Avg Win / Avg Loss | 0.935 | 1.0702 | 0.7936 | 0.8955 | 1.1271 | 0.7002 |
Largest Winning Trade | 16731 | 16463 | 16731 | 21019 | 18532 | 21019 |
Largest Losing Trade | -21403 | -16631 | -21403 | -41539 | -26326 | -41539 |
Avg Bars in Trades | 268 | 289 | 247 | 268 | 289 | 247 |
Avg Bars in Winners | 231 | 247 | 217 | 231 | 247 | 217 |
Avg Bars in Losers | 335 | 348 | 318 | 335 | 348 | 318 |
Bars Traded | 24717 | 13311 | 11406 | 24717 | 13311 | 11406 |
Profit Streak | 8.2314 | 8.3668 | 8.2314 | 8.2314 | 8.3668 | 8.2314 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 453964 | 280736 | 389806 | 426125 | 380852 | 364133 |
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{ "first_band": { "type": "t3", "factors": { "length": 107, "offset": 0, "a": 0.7117 } }, "second_band": { "type": "rma", "factors": { "length": 141, "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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