Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42408.5666 | 29707.0144 | 12701.5522 | 46554.6833 | 32508.2273 | 14046.4559 |
Total P&L (%) | 42.4086 | 29.707 | 12.7016 | 46.5547 | 32.5082 | 14.0465 |
Avg Daily Profit (%) | 0.8143 | 0.5704 | 0.2439 | 0.7366 | 0.5419 | 0.2527 |
Buy And Hold Return (%) | 11.896 | 11.896 | 11.896 | 11.896 | 11.896 | 11.896 |
Max Trade Drawdown | -19711 | -12801 | -10593 | -20173 | -12895 | -11162 |
Profit Factor | 1.6178 | 1.7028 | 1.4817 | 1.6792 | 1.7743 | 1.5289 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 57.7465 | 58.3333 | 57.1429 | 57.7465 | 58.3333 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.1838 | 1.2163 | 1.1112 | 1.2287 | 1.2673 | 1.1467 |
Largest Winning Trade | 11944 | 11944 | 5781 | 11430 | 11430 | 7611 |
Largest Losing Trade | -6524 | -6524 | -4277 | -6449 | -6449 | -4311 |
Avg Bars in Trades | 347 | 376 | 316 | 347 | 376 | 316 |
Avg Bars in Winners | 309 | 301 | 317 | 309 | 301 | 317 |
Avg Bars in Losers | 399 | 483 | 315 | 399 | 483 | 315 |
Bars Traded | 24641 | 13566 | 11075 | 24641 | 13566 | 11075 |
Profit Streak | 9.2927 | 10.0844 | 9.2927 | 9.2927 | 10.0844 | 9.2927 |
Trades During Streak | 15 | 9 | 7 | 15 | 9 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78152 | 363724 | -134668 | -78278 | 368039 | -99132 |
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{ "first_band": { "type": "rma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 218, "offset": 0, "a": 0.74402 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 218, "offset": 0, "a": 0.74402 } } }
# | 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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