Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231319.3276 | 176817.4796 | 54501.8481 | 397613.9464 | 295159.4191 | 102454.5272 |
Total P&L (%) | 231.3193 | 176.8175 | 54.5018 | 397.6139 | 295.1594 | 102.4545 |
Avg Daily Profit (%) | 0.4441 | 0.3395 | 0.1046 | 0.3086 | 0.2642 | 0.1355 |
Buy And Hold Return (%) | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 | 48.5906 |
Max Trade Drawdown | -44492 | -40112 | -65911 | -98299 | -71735 | -92808 |
Profit Factor | 1.9839 | 2.5602 | 1.4476 | 1.9797 | 2.4107 | 1.521 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 45.8333 | 37.5 | 54.1667 | 45.8333 | 37.5 | 54.1667 |
Ratio Avg Win / Avg Loss | 2.3446 | 4.267 | 1.2249 | 2.3396 | 4.0178 | 1.287 |
Largest Winning Trade | 104624 | 104624 | 19428 | 115499 | 115499 | 63686 |
Largest Losing Trade | -15278 | -12278 | -15278 | -56471 | -56471 | -26832 |
Avg Bars in Trades | 257 | 255 | 260 | 257 | 255 | 260 |
Avg Bars in Winners | 386 | 419 | 363 | 386 | 419 | 363 |
Avg Bars in Losers | 148 | 156 | 137 | 148 | 156 | 137 |
Bars Traded | 24736 | 12246 | 12490 | 24736 | 12246 | 12490 |
Profit Streak | 0 | 0 | 27.0845 | 0 | 0 | 27.0845 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359906 | 209166 | -179151 | 373560 | 244950 | -15771 |
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.5181 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 196, "offset": 0, "a": 0.5181 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "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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