Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167496.0218 | 87640.5113 | 79855.5104 | 289990.7675 | 180084.395 | 109906.3725 |
Total P&L (%) | 167.496 | 87.6405 | 79.8555 | 289.9908 | 180.0844 | 109.9064 |
Avg Daily Profit (%) | 0.6432 | 0.3365 | 0.3066 | 0.524 | 0.3963 | 0.2851 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50963 | -52857 | -21483 | -59563 | -60301 | -44649 |
Profit Factor | 1.5737 | 1.5689 | 1.579 | 1.5877 | 1.7228 | 1.4499 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Losing Trades | 120 | 58 | 62 | 120 | 58 | 62 |
Profitability (%) | 38.7755 | 40.8163 | 36.7347 | 38.7755 | 40.8163 | 36.7347 |
Ratio Avg Win / Avg Loss | 2.4848 | 2.275 | 2.7194 | 2.5069 | 2.4981 | 2.4971 |
Largest Winning Trade | 36432 | 36432 | 18982 | 50682 | 50682 | 35644 |
Largest Losing Trade | -7741 | -6666 | -7741 | -31017 | -12706 | -31017 |
Avg Bars in Trades | 125 | 128 | 123 | 125 | 128 | 123 |
Avg Bars in Winners | 212 | 208 | 216 | 212 | 208 | 216 |
Avg Bars in Losers | 71 | 72 | 70 | 71 | 72 | 70 |
Bars Traded | 24690 | 12565 | 12125 | 24690 | 12565 | 12125 |
Profit Streak | 0 | 5.9031 | 0 | 0 | 5.9031 | 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 | 343512 | 254370 | 165078 | 309913 | 288116 | 130057 |
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{ "first_band": { "type": "t3", "factors": { "length": 90, "offset": 0, "a": 0.6736 } }, "second_band": { "type": "tema", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 90, "offset": 0, "a": 0.6736 } }, "second_band": { "type": "tema", "factors": { "length": 111, "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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