Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 158244.9761 | 90766.4494 | 67478.5267 | 250807.314 | 188724.8881 | 62082.4259 |
Total P&L (%) | 158.245 | 90.7664 | 67.4785 | 250.8073 | 188.7249 | 62.0824 |
Avg Daily Profit (%) | 0.6077 | 0.3485 | 0.2591 | 0.4831 | 0.408 | 0.1856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73188 | -67011 | -22441 | -83593 | -76372 | -67281 |
Profit Factor | 1.6716 | 1.7011 | 1.6355 | 1.5405 | 1.8044 | 1.2706 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 65 | 34 | 31 | 65 | 34 | 31 |
Profitability (%) | 43.4783 | 41.3793 | 45.614 | 43.4783 | 41.3793 | 45.614 |
Ratio Avg Win / Avg Loss | 2.173 | 2.4099 | 1.9501 | 2.0026 | 2.5562 | 1.5149 |
Largest Winning Trade | 38316 | 38316 | 17292 | 54542 | 54542 | 36493 |
Largest Losing Trade | -14833 | -12438 | -14833 | -48094 | -17108 | -48094 |
Avg Bars in Trades | 213 | 230 | 195 | 213 | 230 | 195 |
Avg Bars in Winners | 287 | 301 | 273 | 287 | 301 | 273 |
Avg Bars in Losers | 156 | 179 | 131 | 156 | 179 | 131 |
Bars Traded | 24530 | 13365 | 11165 | 24530 | 13365 | 11165 |
Profit Streak | 4.9878 | 10.6233 | 0 | 4.9878 | 10.6233 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408652 | -171592 | -172101 | 352261 | -170884 | -175170 |
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{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.72138 } }, "second_band": { "type": "ema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 161, "offset": 0, "a": 0.72138 } }, "second_band": { "type": "ema", "factors": { "length": 171, "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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