Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89922.3289 | 47226.4332 | 42695.8957 | 66792.3214 | 36161.4588 | 30630.8627 |
Total P&L (%) | 89.9223 | 47.2264 | 42.6959 | 66.7923 | 36.1615 | 30.6309 |
Avg Daily Profit (%) | 0.1727 | 0.0907 | 0.082 | 0.0983 | 0.0593 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54796 | -41546 | -44526 | -50269 | -38238 | -45461 |
Profit Factor | 1.3387 | 1.3769 | 1.3045 | 1.2217 | 1.2691 | 1.1835 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 63.0952 | 61.9048 | 64.2857 | 63.0952 | 61.9048 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.783 | 0.8473 | 0.7247 | 0.7146 | 0.781 | 0.6575 |
Largest Winning Trade | 26083 | 26083 | 18266 | 26042 | 22644 | 26042 |
Largest Losing Trade | -24871 | -21345 | -24871 | -45461 | -21573 | -45461 |
Avg Bars in Trades | 286 | 298 | 274 | 286 | 298 | 274 |
Avg Bars in Winners | 195 | 219 | 171 | 195 | 219 | 171 |
Avg Bars in Losers | 443 | 426 | 461 | 443 | 426 | 461 |
Bars Traded | 24077 | 12530 | 11547 | 24077 | 12530 | 11547 |
Profit Streak | 23.7722 | 34.2514 | 23.7722 | 23.7722 | 34.2514 | 23.7722 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328930 | -72587 | -85169 | -60956 | -116086 | -145925 |
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{ "first_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.71863 } }, "second_band": { "type": "t3", "factors": { "length": 247, "offset": 0, "a": 0.66687 } } }
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# | 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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