Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84462.5469 | 42611.8255 | 41850.7215 | 57945.2238 | 28938.1089 | 29007.1149 |
Total P&L (%) | 84.4625 | 42.6118 | 41.8507 | 57.9452 | 28.9381 | 29.0071 |
Avg Daily Profit (%) | 0.1622 | 0.0818 | 0.0804 | 0.0878 | 0.0488 | 0.0489 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84209 | -49015 | -63710 | -65291 | -41783 | -37674 |
Profit Factor | 1.2823 | 1.2968 | 1.2689 | 1.2698 | 1.2831 | 1.2578 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 64.7541 | 63.9344 | 65.5738 | 64.7541 | 63.9344 | 65.5738 |
Ratio Avg Win / Avg Loss | 0.6979 | 0.7315 | 0.6662 | 0.6912 | 0.7238 | 0.6603 |
Largest Winning Trade | 22556 | 22556 | 19885 | 11421 | 10783 | 11421 |
Largest Losing Trade | -27470 | -21035 | -27470 | -28184 | -16633 | -28184 |
Avg Bars in Trades | 200 | 218 | 183 | 200 | 218 | 183 |
Avg Bars in Winners | 132 | 148 | 116 | 132 | 148 | 116 |
Avg Bars in Losers | 326 | 342 | 310 | 326 | 342 | 310 |
Bars Traded | 24488 | 13319 | 11169 | 24488 | 13319 | 11169 |
Profit Streak | 41.2806 | 41.2806 | 53.3014 | 41.2806 | 41.2806 | 53.3014 |
Trades During Streak | 14 | 7 | 8 | 14 | 7 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325215 | -246158 | -248105 | -74885 | -291462 | -291234 |
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.9143 } }, "second_band": { "type": "rma", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.9143 } }, "second_band": { "type": "rma", "factors": { "length": 129, "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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