Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140778.505 | 75401.102 | 65377.4029 | 191417.5035 | 137859.1261 | 53558.3773 |
Total P&L (%) | 140.7785 | 75.4011 | 65.3774 | 191.4175 | 137.8591 | 53.5584 |
Avg Daily Profit (%) | 0.5406 | 0.2895 | 0.251 | 0.4116 | 0.3333 | 0.1648 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76897 | -66572 | -21855 | -73707 | -59020 | -43441 |
Profit Factor | 1.4686 | 1.4813 | 1.4548 | 1.4339 | 1.6615 | 1.2301 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 77 | 41 | 36 | 77 | 41 | 36 |
Losing Trades | 104 | 49 | 55 | 104 | 49 | 55 |
Profitability (%) | 42.5414 | 45.5556 | 39.5604 | 42.5414 | 45.5556 | 39.5604 |
Ratio Avg Win / Avg Loss | 1.9836 | 1.7704 | 2.2227 | 1.9367 | 1.9857 | 1.8793 |
Largest Winning Trade | 39488 | 39488 | 20389 | 50070 | 50070 | 38763 |
Largest Losing Trade | -12692 | -12019 | -12692 | -35006 | -12958 | -35006 |
Avg Bars in Trades | 136 | 145 | 127 | 136 | 145 | 127 |
Avg Bars in Winners | 211 | 221 | 200 | 211 | 221 | 200 |
Avg Bars in Losers | 81 | 82 | 80 | 81 | 82 | 80 |
Bars Traded | 24751 | 13126 | 11625 | 24751 | 13126 | 11625 |
Profit Streak | 0 | 5.9804 | 0 | 0 | 5.9804 | 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 | 338740 | 286186 | 148463 | 291394 | 330030 | 44129 |
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{ "first_band": { "type": "t3", "factors": { "length": 102, "offset": 0, "a": 0.61306 } }, "second_band": { "type": "sma", "factors": { "length": 113, "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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