Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137184.3224 | 45938.3608 | 91245.9615 | 189407.4246 | 69694.8862 | 119712.5384 |
Total P&L (%) | 137.1843 | 45.9384 | 91.246 | 189.4074 | 69.6949 | 119.7125 |
Avg Daily Profit (%) | 0.5268 | 0.1764 | 0.3504 | 0.4089 | 0.2033 | 0.3027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50760 | -27823 | -31301 | -170857 | -95323 | -102791 |
Profit Factor | 1.5386 | 1.3413 | 1.7598 | 1.3006 | 1.2099 | 1.4017 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 41.0853 | 40 | 42.1875 | 41.0853 | 40 | 42.1875 |
Ratio Avg Win / Avg Loss | 2.2063 | 2.0119 | 2.4115 | 1.865 | 1.8148 | 1.9209 |
Largest Winning Trade | 40913 | 40913 | 29344 | 64773 | 64773 | 45284 |
Largest Losing Trade | -9827 | -8783 | -9827 | -30552 | -20904 | -30552 |
Avg Bars in Trades | 191 | 205 | 177 | 191 | 205 | 177 |
Avg Bars in Winners | 285 | 305 | 266 | 285 | 305 | 266 |
Avg Bars in Losers | 126 | 139 | 112 | 126 | 139 | 112 |
Bars Traded | 24723 | 13366 | 11357 | 24723 | 13366 | 11357 |
Profit Streak | 0 | 0 | 2.6575 | 0 | 0 | 2.6575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307686 | -130070 | -133118 | 219050 | -128969 | -135045 |
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{ "first_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.95612 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.95612 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "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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