Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855912.4906 | 462148.0199 | 393764.4707 | 26685904.5345 | -4588617.1114 | 31274521.6459 |
Total P&L (%) | 855.9125 | 462.148 | 393.7645 | 26685.9045 | -4588.6171 | 31274.5216 |
Avg Daily Profit (%) | 0.4702 | 0.2539 | 0.2163 | 0.3076 | 0 | 0.3163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94017 | -79210 | -43549 | -40390465 | -37959554 | -16911224 |
Profit Factor | 1.9018 | 1.8661 | 1.9477 | 1.1878 | 0.9442 | 1.5228 |
Total Trades | 331 | 166 | 165 | 331 | 166 | 165 |
Winning Trades | 127 | 57 | 70 | 127 | 57 | 70 |
Losing Trades | 204 | 109 | 95 | 204 | 109 | 95 |
Profitability (%) | 38.3686 | 34.3373 | 42.4242 | 38.3686 | 34.3373 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.0549 | 3.5686 | 2.6433 | 1.908 | 1.8056 | 2.0667 |
Largest Winning Trade | 121179 | 121179 | 54478 | 18371120 | 18371120 | 11262555 |
Largest Losing Trade | -16960 | -16960 | -14886 | -7327603 | -7327603 | -3721826 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 112 | 119 | 107 | 112 | 119 | 107 |
Avg Bars in Losers | 36 | 37 | 34 | 36 | 37 | 34 |
Bars Traded | 21695 | 10924 | 10771 | 21695 | 10924 | 10771 |
Profit Streak | 20.7645 | 20.7645 | 21.7645 | 20.7645 | 20.7645 | 21.7645 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440004 | 230376 | 337400 | -5563 | -583224 | 342036 |
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{ "first_band": { "type": "t3", "factors": { "length": 61, "offset": 0, "a": 0.71107 } }, "second_band": { "type": "tema", "factors": { "length": 43, "offset": 0 } } }
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# | 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) |
---|