Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614125.1723 | 374235.1214 | 239890.0509 | 1053736.9604 | 116247.9218 | 937489.0386 |
Total P&L (%) | 614.1252 | 374.2351 | 239.8901 | 1053.737 | 116.2479 | 937.489 |
Avg Daily Profit (%) | 0.3403 | 0.2074 | 0.1329 | 0.1356 | 0.0428 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106777 | -138998 | -58794 | -1071745 | -1100274 | -732663 |
Profit Factor | 1.8752 | 1.8646 | 1.8922 | 1.1575 | 1.0305 | 1.3263 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 54 | 19 | 35 | 54 | 19 | 35 |
Losing Trades | 78 | 47 | 31 | 78 | 47 | 31 |
Profitability (%) | 40.9091 | 28.7879 | 53.0303 | 40.9091 | 28.7879 | 53.0303 |
Ratio Avg Win / Avg Loss | 2.7086 | 4.6124 | 1.6759 | 1.6719 | 2.549 | 1.1747 |
Largest Winning Trade | 280740 | 280740 | 51793 | 626226 | 626226 | 446924 |
Largest Losing Trade | -34489 | -28887 | -34489 | -509921 | -257028 | -509921 |
Avg Bars in Trades | 162 | 182 | 142 | 162 | 182 | 142 |
Avg Bars in Winners | 211 | 264 | 182 | 211 | 264 | 182 |
Avg Bars in Losers | 128 | 148 | 98 | 128 | 148 | 98 |
Bars Traded | 21443 | 12013 | 9430 | 21443 | 12013 | 9430 |
Profit Streak | 38.9359 | 38.9359 | 49.4359 | 38.9359 | 38.9359 | 49.4359 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381566 | -125808 | -135184 | -59934 | -458754 | -142401 |
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{ "first_band": { "type": "t3", "factors": { "length": 129, "offset": 0, "a": 0.72811 } }, "second_band": { "type": "ema", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 129, "offset": 0, "a": 0.72811 } }, "second_band": { "type": "ema", "factors": { "length": 117, "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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