Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 195544.9933 | 80758.8132 | 114786.1802 | 382223.6383 | 100899.4154 | 281324.2229 |
Total P&L (%) | 195.545 | 80.7588 | 114.7862 | 382.2236 | 100.8994 | 281.3242 |
Avg Daily Profit (%) | 0.2953 | 0.122 | 0.1734 | 0.2379 | 0.1054 | 0.2024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46662 | -42337 | -41781 | -155991 | -159534 | -67315 |
Profit Factor | 1.7965 | 1.7774 | 1.8105 | 1.7096 | 1.382 | 2.0248 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 39.6396 | 36.3636 | 42.8571 | 39.6396 | 36.3636 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.7356 | 3.1105 | 2.414 | 2.6032 | 2.4185 | 2.6997 |
Largest Winning Trade | 31668 | 26869 | 31668 | 95934 | 65376 | 95934 |
Largest Losing Trade | -14221 | -7501 | -14221 | -25527 | -25527 | -23434 |
Avg Bars in Trades | 141 | 134 | 148 | 141 | 134 | 148 |
Avg Bars in Winners | 242 | 228 | 254 | 242 | 228 | 254 |
Avg Bars in Losers | 74 | 80 | 68 | 74 | 80 | 68 |
Bars Traded | 15692 | 7395 | 8297 | 15692 | 7395 | 8297 |
Profit Streak | 410.1664 | 413.708 | 410.1664 | 410.1664 | 413.708 | 410.1664 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322262 | -211970 | -171540 | 298548 | -235713 | -170878 |
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.7445 } }, "second_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 115, "offset": 0, "a": 0.7445 } }, "second_band": { "type": "dema", "factors": { "length": 149, "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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