Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89697.4858 | 8701.4713 | 80996.0146 | 114228.619 | 12234.4476 | 101994.1714 |
Total P&L (%) | 89.6975 | 8.7015 | 80.996 | 114.2286 | 12.2344 | 101.9942 |
Avg Daily Profit (%) | 0.3444 | 0.0334 | 0.311 | 0.293 | 0.0443 | 0.2703 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25915 | -29856 | -14894 | -32910 | -31637 | -19788 |
Profit Factor | 1.6397 | 1.0914 | 2.7975 | 1.5643 | 1.0932 | 2.4338 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 72.1649 | 67.3469 | 77.0833 | 72.1649 | 67.3469 | 77.0833 |
Ratio Avg Win / Avg Loss | 0.6325 | 0.5292 | 0.8317 | 0.6034 | 0.53 | 0.7236 |
Largest Winning Trade | 7845 | 7755 | 7845 | 10739 | 10739 | 10349 |
Largest Losing Trade | -25915 | -25915 | -11044 | -27567 | -27567 | -19788 |
Avg Bars in Trades | 249 | 266 | 231 | 249 | 266 | 231 |
Avg Bars in Winners | 149 | 154 | 144 | 149 | 154 | 144 |
Avg Bars in Losers | 509 | 499 | 522 | 509 | 499 | 522 |
Bars Traded | 24188 | 13082 | 11106 | 24188 | 13082 | 11106 |
Profit Streak | 8.4987 | 8.4987 | 22.6133 | 8.4987 | 8.4987 | 22.6133 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 443518 | -434017 | 517545 | 417070 | -348033 | 479760 |
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{ "first_band": { "type": "dema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 194, "offset": 0, "a": 0.26671 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 194, "offset": 0, "a": 0.26671 } } }
# | 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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