Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129191.3278 | 80187.9637 | 49003.3641 | 116413.7637 | 93626.6259 | 22787.1378 |
Total P&L (%) | 129.1913 | 80.188 | 49.0034 | 116.4138 | 93.6266 | 22.7871 |
Avg Daily Profit (%) | 0.248 | 0.154 | 0.0941 | 0.1483 | 0.1269 | 0.0394 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53067 | -50635 | -56704 | -74415 | -63663 | -79458 |
Profit Factor | 1.3923 | 1.5046 | 1.2875 | 1.2396 | 1.4045 | 1.0895 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 56.0748 | 55.5556 | 56.6038 | 56.0748 | 55.5556 | 56.6038 |
Ratio Avg Win / Avg Loss | 1.0906 | 1.2037 | 0.9871 | 0.971 | 1.1236 | 0.8353 |
Largest Winning Trade | 24276 | 24276 | 19775 | 30987 | 30987 | 25189 |
Largest Losing Trade | -29392 | -28466 | -29392 | -43324 | -32206 | -43324 |
Avg Bars in Trades | 230 | 248 | 212 | 230 | 248 | 212 |
Avg Bars in Winners | 234 | 254 | 215 | 234 | 254 | 215 |
Avg Bars in Losers | 225 | 240 | 209 | 225 | 240 | 209 |
Bars Traded | 24680 | 13406 | 11274 | 24680 | 13406 | 11274 |
Profit Streak | 4.3751 | 8.2293 | 0 | 4.3751 | 8.2293 | 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 | 335255 | -170669 | -250206 | 131759 | -202051 | -448733 |
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{ "first_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.82574 } }, "second_band": { "type": "sma", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.82574 } }, "second_band": { "type": "sma", "factors": { "length": 152, "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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