Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956132.9549 | 689063.3532 | 267069.6017 | 4928584.6188 | 1965552.74 | 2963031.8788 |
Total P&L (%) | 956.133 | 689.0634 | 267.0696 | 4928.5846 | 1965.5527 | 2963.0319 |
Avg Daily Profit (%) | 0.6435 | 0.4638 | 0.1797 | 0.264 | 0.204 | 0.2306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90249 | -83550 | -44878 | -3367486 | -3391827 | -1483697 |
Profit Factor | 2.3971 | 2.6941 | 1.9619 | 1.2545 | 1.1674 | 1.3887 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 55 | 20 | 35 | 55 | 20 | 35 |
Losing Trades | 79 | 47 | 32 | 79 | 47 | 32 |
Profitability (%) | 41.0448 | 29.8507 | 52.2388 | 41.0448 | 29.8507 | 52.2388 |
Ratio Avg Win / Avg Loss | 3.4431 | 6.3312 | 1.7938 | 1.8019 | 2.7434 | 1.2697 |
Largest Winning Trade | 408600 | 408600 | 56917 | 3539612 | 3539612 | 1483181 |
Largest Losing Trade | -23565 | -23234 | -23565 | -1035181 | -1035181 | -856528 |
Avg Bars in Trades | 65 | 61 | 69 | 65 | 61 | 69 |
Avg Bars in Winners | 103 | 108 | 100 | 103 | 108 | 100 |
Avg Bars in Losers | 39 | 41 | 35 | 39 | 41 | 35 |
Bars Traded | 8768 | 4138 | 4630 | 8768 | 4138 | 4630 |
Profit Streak | 16.0196 | 0 | 29.6863 | 16.0196 | 0 | 29.6863 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 498421 | -109961 | -104675 | 250275 | -152594 | -106925 |
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{ "first_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.79396 } }, "second_band": { "type": "tema", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.79396 } }, "second_band": { "type": "tema", "factors": { "length": 82, "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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