Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73202.0358 | 46718.3396 | 26483.6962 | 55252.2908 | 44691.5276 | 10560.7632 |
Total P&L (%) | 73.202 | 46.7183 | 26.4837 | 55.2523 | 44.6915 | 10.5608 |
Avg Daily Profit (%) | 0.527 | 0.3363 | 0.1907 | 0.3172 | 0.2663 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59745 | -28463 | -52479 | -54260 | -23057 | -45940 |
Profit Factor | 1.3669 | 1.5754 | 1.2239 | 1.2878 | 1.6021 | 1.0897 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 70.5882 | 64.7059 | 76.4706 | 70.5882 | 64.7059 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.5695 | 0.8593 | 0.3766 | 0.5366 | 0.8739 | 0.3353 |
Largest Winning Trade | 13997 | 13711 | 13997 | 12083 | 12083 | 10665 |
Largest Losing Trade | -36598 | -15371 | -36598 | -30560 | -11921 | -30560 |
Avg Bars in Trades | 127 | 122 | 132 | 127 | 122 | 132 |
Avg Bars in Winners | 90 | 81 | 98 | 90 | 81 | 98 |
Avg Bars in Losers | 216 | 197 | 243 | 216 | 197 | 243 |
Bars Traded | 13011 | 6260 | 6751 | 13011 | 6260 | 6751 |
Profit Streak | 135.8089 | 135.8089 | 142.5485 | 135.8089 | 135.8089 | 142.5485 |
Trades During Streak | 8 | 4 | 6 | 8 | 4 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438896 | -171285 | -174890 | 321533 | -171909 | -545258 |
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{ "first_band": { "type": "sma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 113, "offset": 0, "a": 0.6811 } } }
# | 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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