Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114513.2741 | 56534.2661 | 57979.008 | 104967.1703 | 26149.5967 | 78817.5736 |
Total P&L (%) | 114.5133 | 56.5343 | 57.979 | 104.9672 | 26.1496 | 78.8176 |
Avg Daily Profit (%) | 0.2199 | 0.1085 | 0.1113 | 0.1379 | 0.0446 | 0.1117 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58374 | -53598 | -44201 | -127335 | -126925 | -88966 |
Profit Factor | 1.369 | 1.3538 | 1.3851 | 1.1679 | 1.0784 | 1.2704 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 53.211 | 53.7037 | 52.7273 | 53.211 | 53.7037 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.2038 | 1.1671 | 1.2418 | 1.027 | 0.9297 | 1.139 |
Largest Winning Trade | 21930 | 16720 | 21930 | 35465 | 26916 | 35465 |
Largest Losing Trade | -32971 | -25386 | -32971 | -71948 | -48568 | -71948 |
Avg Bars in Trades | 226 | 251 | 200 | 226 | 251 | 200 |
Avg Bars in Winners | 227 | 252 | 201 | 227 | 252 | 201 |
Avg Bars in Losers | 225 | 251 | 199 | 225 | 251 | 199 |
Bars Traded | 24648 | 13603 | 11045 | 24648 | 13603 | 11045 |
Profit Streak | 0 | 10.719 | 0 | 0 | 10.719 | 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 | 303610 | -228060 | -224847 | -44601 | -452227 | -224303 |
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{ "first_band": { "type": "t3", "factors": { "length": 116, "offset": 0, "a": 0.65449 } }, "second_band": { "type": "ema", "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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