Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 37768.2494 | 26536.6279 | 11231.6215 | 38946.652 | 26628.7873 | 12317.8647 |
Total P&L (%) | 37.7682 | 26.5366 | 11.2316 | 38.9467 | 26.6288 | 12.3179 |
Avg Daily Profit (%) | 0.7252 | 0.5095 | 0.2157 | 0.6336 | 0.4544 | 0.2233 |
Buy And Hold Return (%) | 14.3252 | 14.3252 | 14.3252 | 14.3252 | 14.3252 | 14.3252 |
Max Trade Drawdown | -17948 | -13213 | -9100 | -20399 | -15268 | -9521 |
Profit Factor | 1.4352 | 1.4587 | 1.3883 | 1.4294 | 1.4388 | 1.4103 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 58.6207 | 65.1163 | 52.2727 | 58.6207 | 65.1163 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.0131 | 0.7814 | 1.2676 | 1.009 | 0.7708 | 1.2876 |
Largest Winning Trade | 9969 | 9969 | 7264 | 10073 | 10073 | 8814 |
Largest Losing Trade | -10574 | -10574 | -4406 | -11962 | -11962 | -4691 |
Avg Bars in Trades | 283 | 305 | 262 | 283 | 305 | 262 |
Avg Bars in Winners | 232 | 257 | 202 | 232 | 257 | 202 |
Avg Bars in Losers | 356 | 396 | 328 | 356 | 396 | 328 |
Bars Traded | 24689 | 13144 | 11545 | 24689 | 13144 | 11545 |
Profit Streak | 4.9661 | 10.5119 | 4.9661 | 4.9661 | 10.5119 | 4.9661 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379740 | 125627 | -157246 | 352890 | 105824 | -157046 |
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{ "first_band": { "type": "rma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 218, "offset": 0, "a": 0.66354 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 218, "offset": 0, "a": 0.66354 } } }
# | 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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