Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152962.701 | 72454.0375 | 80508.6635 | 164163.8465 | 75004.757 | 89159.0896 |
Total P&L (%) | 152.9627 | 72.454 | 80.5087 | 164.1638 | 75.0048 | 89.1591 |
Avg Daily Profit (%) | 0.2937 | 0.1391 | 0.1546 | 0.1867 | 0.1075 | 0.1225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46484 | -38736 | -56140 | -178860 | -99626 | -141077 |
Profit Factor | 1.3512 | 1.3107 | 1.398 | 1.169 | 1.1496 | 1.1897 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 46.8571 | 45.977 | 47.7273 | 46.8571 | 45.977 | 47.7273 |
Ratio Avg Win / Avg Loss | 1.5325 | 1.54 | 1.5312 | 1.3258 | 1.3508 | 1.303 |
Largest Winning Trade | 28758 | 28758 | 19683 | 61149 | 61149 | 57944 |
Largest Losing Trade | -31243 | -25914 | -31243 | -71674 | -37732 | -71674 |
Avg Bars in Trades | 141 | 152 | 130 | 141 | 152 | 130 |
Avg Bars in Winners | 187 | 203 | 172 | 187 | 203 | 172 |
Avg Bars in Losers | 101 | 110 | 92 | 101 | 110 | 92 |
Bars Traded | 24795 | 13307 | 11487 | 24795 | 13307 | 11487 |
Profit Streak | 0 | 8.2678 | 0 | 0 | 8.2678 | 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 | 325997 | -7844 | 261192 | -27969 | -107182 | -43138 |
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{ "first_band": { "type": "t3", "factors": { "length": 100, "offset": 0, "a": 0.69516 } }, "second_band": { "type": "sma", "factors": { "length": 120, "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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