Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95674.7533 | 41746.1463 | 53928.607 | 90796.5888 | 54564.1017 | 36232.4871 |
Total P&L (%) | 95.6748 | 41.7461 | 53.9286 | 90.7966 | 54.5641 | 36.2325 |
Avg Daily Profit (%) | 0.3674 | 0.1603 | 0.2071 | 0.2484 | 0.1673 | 0.1188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77031 | -66630 | -26281 | -58519 | -49473 | -27011 |
Profit Factor | 1.2874 | 1.2491 | 1.3263 | 1.2961 | 1.3567 | 1.2358 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 49.6774 | 47.4359 | 51.9481 | 49.6774 | 47.4359 | 51.9481 |
Ratio Avg Win / Avg Loss | 1.3042 | 1.3842 | 1.2268 | 1.3129 | 1.5033 | 1.1431 |
Largest Winning Trade | 21758 | 21758 | 15218 | 25645 | 25645 | 16297 |
Largest Losing Trade | -13595 | -11032 | -13595 | -19510 | -14780 | -19510 |
Avg Bars in Trades | 160 | 170 | 149 | 160 | 170 | 149 |
Avg Bars in Winners | 211 | 229 | 194 | 211 | 229 | 194 |
Avg Bars in Losers | 109 | 117 | 100 | 109 | 117 | 100 |
Bars Traded | 24823 | 13309 | 11514 | 24823 | 13309 | 11514 |
Profit Streak | 0 | 0 | 12.0406 | 0 | 0 | 12.0406 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300601 | -31863 | -35160 | 265888 | -28996 | -79288 |
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{ "first_band": { "type": "t3", "factors": { "length": 112, "offset": 0, "a": 0.75315 } }, "second_band": { "type": "ssf", "factors": { "length": 220, "offset": 0, "poles": 2 } } }
# | 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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