Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353753.5785 | 1291119.8582 | 62633.7203 | 4499040.3853 | 7823450.1814 | -3324409.7961 |
Total P&L (%) | 1353.7536 | 1291.1199 | 62.6337 | 4499.0404 | 7823.4502 | -3324.4098 |
Avg Daily Profit (%) | 0.7411 | 0.7068 | 0.0343 | 0.2098 | 0.2397 | 0 |
Buy And Hold Return (%) | 736.4859 | 736.4859 | 736.4859 | 736.4859 | 736.4859 | 736.4859 |
Max Trade Drawdown | -75900 | -64156 | -51678 | -9357481 | -4289681 | -6585228 |
Profit Factor | 3.6274 | 6.6591 | 1.2182 | 1.129 | 1.5104 | 0.83 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 39.2405 | 41.0256 | 37.5 | 39.2405 | 41.0256 | 37.5 |
Ratio Avg Win / Avg Loss | 5.6166 | 9.5725 | 2.0303 | 1.7481 | 2.1712 | 1.3834 |
Largest Winning Trade | 769563 | 769563 | 73526 | 9859651 | 9859651 | 3485027 |
Largest Losing Trade | -25866 | -23702 | -25866 | -2086411 | -1949467 | -2086411 |
Avg Bars in Trades | 132 | 119 | 144 | 132 | 119 | 144 |
Avg Bars in Winners | 228 | 190 | 269 | 228 | 190 | 269 |
Avg Bars in Losers | 69 | 69 | 70 | 69 | 69 | 70 |
Bars Traded | 10445 | 4652 | 5793 | 10445 | 4652 | 5793 |
Profit Streak | 0 | 99.3295 | 0 | 0 | 99.3295 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23978 | 340323 | -317004 | -105486 | 286127 | -583944 |
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{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.63003 } }, "second_band": { "type": "tema", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.63003 } }, "second_band": { "type": "tema", "factors": { "length": 247, "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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