Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 167365.2259 | -7267.0972 | 174632.3231 | 114862.2058 | 33785.1324 | 81077.0735 |
Total P&L (%) | 167.3652 | -7.2671 | 174.6323 | 114.8622 | 33.7851 | 81.0771 |
Avg Daily Profit (%) | 0.1612 | -0.007 | 0.1682 | 0.0737 | 0.028 | 0.0572 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108038 | -127879 | -61198 | -105720 | -94156 | -55413 |
Profit Factor | 1.4866 | 0.9675 | 2.4529 | 1.41 | 1.2109 | 1.6758 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 100 | 48 | 52 | 100 | 48 | 52 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 81.9672 | 78.6885 | 85.2459 | 81.9672 | 78.6885 | 85.2459 |
Ratio Avg Win / Avg Loss | 0.3271 | 0.262 | 0.4245 | 0.3102 | 0.328 | 0.29 |
Largest Winning Trade | 24541 | 20178 | 24541 | 24287 | 24287 | 12846 |
Largest Losing Trade | -56759 | -56759 | -38944 | -45899 | -45899 | -31715 |
Avg Bars in Trades | 32 | 33 | 31 | 32 | 33 | 31 |
Avg Bars in Winners | 13 | 10 | 16 | 13 | 10 | 16 |
Avg Bars in Losers | 119 | 120 | 118 | 119 | 120 | 118 |
Bars Traded | 3963 | 2062 | 1902 | 3963 | 2062 | 1902 |
Profit Streak | 93.926 | 93.926 | 127.926 | 93.926 | 93.926 | 127.926 |
Trades During Streak | 34 | 17 | 17 | 34 | 17 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484969 | -737006 | -146320 | -88860 | -316561 | -271722 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.73426 } } }
# | 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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