Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100741.9566 | 54276.225 | 46465.7316 | 117113.8289 | 98129.0263 | 18984.8026 |
Total P&L (%) | 100.742 | 54.2762 | 46.4657 | 117.1138 | 98.129 | 18.9848 |
Avg Daily Profit (%) | 0.3868 | 0.2084 | 0.1784 | 0.2981 | 0.2629 | 0.0668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61790 | -29301 | -34764 | -94719 | -42337 | -87304 |
Profit Factor | 1.5257 | 1.7196 | 1.3998 | 1.3546 | 1.885 | 1.0865 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 54.5455 | 56.8182 | 52.2727 | 54.5455 | 56.8182 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.2714 | 1.3069 | 1.2781 | 1.1288 | 1.4326 | 0.9921 |
Largest Winning Trade | 25660 | 13755 | 25660 | 27725 | 27725 | 27437 |
Largest Losing Trade | -22270 | -13326 | -22270 | -65516 | -23547 | -65516 |
Avg Bars in Trades | 280 | 292 | 269 | 280 | 292 | 269 |
Avg Bars in Winners | 267 | 280 | 253 | 267 | 280 | 253 |
Avg Bars in Losers | 296 | 308 | 286 | 296 | 308 | 286 |
Bars Traded | 24706 | 12862 | 11844 | 24706 | 12862 | 11844 |
Profit Streak | 1.4347 | 2.3097 | 0 | 1.4347 | 2.3097 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271469 | 235725 | 195864 | 206536 | 301718 | -239389 |
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{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.71351 } }, "second_band": { "type": "rma", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.71351 } }, "second_band": { "type": "rma", "factors": { "length": 139, "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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