Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1359949.8366 | 1299249.8988 | 60699.9378 | 37738025.5088 | 34416927.652 | 3321097.8568 |
Total P&L (%) | 1359.9498 | 1299.2499 | 60.6999 | 37738.0255 | 34416.9277 | 3321.0979 |
Avg Daily Profit (%) | 0.6006 | 0.5738 | 0.0268 | 0.2625 | 0.2584 | 0.1561 |
Buy And Hold Return (%) | 9078.5327 | 9078.5327 | 9078.5327 | 9078.5327 | 9078.5327 | 9078.5327 |
Max Trade Drawdown | -52739 | -50283 | -126153 | -15117446 | -11362708 | -12739108 |
Profit Factor | 3.6449 | 7.5385 | 1.1924 | 1.7593 | 2.5436 | 1.1212 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Profitability (%) | 40.8163 | 44.898 | 36.7347 | 40.8163 | 44.898 | 36.7347 |
Ratio Avg Win / Avg Loss | 5.2851 | 9.2518 | 2.0536 | 2.5509 | 3.1217 | 1.9309 |
Largest Winning Trade | 490684 | 490684 | 52648 | 22916148 | 22916148 | 13405164 |
Largest Losing Trade | -44651 | -18635 | -44651 | -9255390 | -7735545 | -9255390 |
Avg Bars in Trades | 89 | 89 | 88 | 89 | 89 | 88 |
Avg Bars in Winners | 164 | 153 | 177 | 164 | 153 | 177 |
Avg Bars in Losers | 37 | 36 | 37 | 37 | 36 | 37 |
Bars Traded | 8732 | 4378 | 4354 | 8732 | 4378 | 4354 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150825 | -147904 | -335664 | 234519 | 327263 | -249299 |
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{ "first_band": { "type": "t3", "factors": { "length": 106, "offset": 0, "a": 0.74708 } }, "second_band": { "type": "tema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 106, "offset": 0, "a": 0.74708 } }, "second_band": { "type": "tema", "factors": { "length": 30, "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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