Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116291.0548 | 57544.5715 | 58746.4833 | 141832.5288 | 66114.1666 | 75718.3622 |
Total P&L (%) | 116.2911 | 57.5446 | 58.7465 | 141.8325 | 66.1142 | 75.7184 |
Avg Daily Profit (%) | 0.4466 | 0.221 | 0.2256 | 0.3397 | 0.1951 | 0.2167 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46869 | -42257 | -41914 | -161591 | -70625 | -122892 |
Profit Factor | 1.3786 | 1.3258 | 1.45 | 1.2018 | 1.1657 | 1.2493 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 94 | 50 | 44 | 94 | 50 | 44 |
Losing Trades | 97 | 46 | 51 | 97 | 46 | 51 |
Profitability (%) | 49.2147 | 52.0833 | 46.3158 | 49.2147 | 52.0833 | 46.3158 |
Ratio Avg Win / Avg Loss | 1.4226 | 1.2198 | 1.6807 | 1.2402 | 1.0724 | 1.448 |
Largest Winning Trade | 21763 | 21763 | 19040 | 39003 | 39003 | 26817 |
Largest Losing Trade | -15342 | -15342 | -9074 | -28838 | -28838 | -25263 |
Avg Bars in Trades | 127 | 140 | 114 | 127 | 140 | 114 |
Avg Bars in Winners | 133 | 125 | 142 | 133 | 125 | 142 |
Avg Bars in Losers | 122 | 157 | 91 | 122 | 157 | 91 |
Bars Traded | 24431 | 13515 | 10916 | 24431 | 13515 | 10916 |
Profit Streak | 2.9916 | 5.2937 | 0 | 2.9916 | 5.2937 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303686 | 266071 | 218613 | 231904 | -30777 | 158718 |
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.93068 } }, "second_band": { "type": "ema", "factors": { "length": 45, "offset": 78 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.93068 } }, "second_band": { "type": "ema", "factors": { "length": 45, "offset": 78 } } }
# | 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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