Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183977.7282 | 13976.1341 | 170001.5941 | 87620.4406 | -168405.6587 | 256026.0993 |
Total P&L (%) | 183.9777 | 13.9761 | 170.0016 | 87.6204 | -168.4057 | 256.0261 |
Avg Daily Profit (%) | 0.178 | 0.0135 | 0.1645 | 0.0609 | 0 | 0.1229 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146486 | -153626 | -42714 | -643861 | -633541 | -194219 |
Profit Factor | 1.2398 | 1.0325 | 1.5049 | 1.0388 | 0.8751 | 1.282 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Losing Trades | 106 | 54 | 52 | 106 | 54 | 52 |
Profitability (%) | 54.1126 | 53.4483 | 54.7826 | 54.1126 | 53.4483 | 54.7826 |
Ratio Avg Win / Avg Loss | 1.0513 | 0.8992 | 1.2421 | 0.8809 | 0.7622 | 1.0582 |
Largest Winning Trade | 40296 | 40296 | 33836 | 224029 | 224029 | 124418 |
Largest Losing Trade | -29294 | -29294 | -20347 | -152940 | -152940 | -108147 |
Avg Bars in Trades | 52 | 42 | 62 | 52 | 42 | 62 |
Avg Bars in Winners | 52 | 38 | 65 | 52 | 38 | 65 |
Avg Bars in Losers | 52 | 48 | 57 | 52 | 48 | 57 |
Bars Traded | 12122 | 4980 | 7142 | 12122 | 4980 | 7142 |
Profit Streak | 0 | 0 | 18.1617 | 0 | 0 | 18.1617 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320067 | -403141 | 345192 | -289334 | -580576 | -27986 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.77672 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 44, "offset": 0, "a": 0.77672 } } }
# | 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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