Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183157.5112 | 218657.6033 | -35500.0921 | -188963.6578 | -98347.2559 | -90616.4019 |
Total P&L (%) | 183.1575 | 218.6576 | -35.5001 | -188.9637 | -98.3473 | -90.6164 |
Avg Daily Profit (%) | 0.1475 | 0.1761 | -0.0286 | 0 | -0.3299 | -0.1904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198138 | -66282 | -210558 | -197695 | -63183 | -149734 |
Profit Factor | 1.2149 | 1.6389 | 0.9304 | 0.6332 | 0.5691 | 0.6841 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 121 | 58 | 63 | 51 | 27 | 24 |
Losing Trades | 54 | 29 | 25 | 124 | 60 | 64 |
Profitability (%) | 69.1429 | 66.6667 | 71.5909 | 29.1429 | 31.0345 | 27.2727 |
Ratio Avg Win / Avg Loss | 0.5422 | 0.8195 | 0.3692 | 1.5395 | 1.2647 | 1.8243 |
Largest Winning Trade | 34541 | 34541 | 23584 | 90719 | 33812 | 90719 |
Largest Losing Trade | -170044 | -43735 | -170044 | -114522 | -38554 | -114522 |
Avg Bars in Trades | 83 | 94 | 73 | 83 | 94 | 73 |
Avg Bars in Winners | 49 | 52 | 47 | 156 | 176 | 133 |
Avg Bars in Losers | 159 | 177 | 138 | 53 | 57 | 50 |
Bars Traded | 14626 | 8198 | 6428 | 14626 | 8198 | 6428 |
Profit Streak | 0 | 0 | 0 | 9.4734 | 13.3067 | 9.4734 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 186560 | 354933 | -578020 | -587529 | -586203 | -597451 |
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{ "first_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.71279 } }, "second_band": { "type": "rma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 18, "offset": 0, "a": 0.71279 } }, "second_band": { "type": "rma", "factors": { "length": 73, "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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