Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90391.6604 | 5496.0884 | 84895.572 | 29014.6355 | -30439.015 | 59453.6505 |
Total P&L (%) | 90.3917 | 5.4961 | 84.8956 | 29.0146 | -30.439 | 59.4537 |
Avg Daily Profit (%) | 0.1736 | 0.0106 | 0.163 | 0.0489 | -0.0697 | 0.0896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96751 | -46522 | -54684 | -149088 | -75152 | -98334 |
Profit Factor | 1.2312 | 1.026 | 1.4732 | 1.0602 | 0.8764 | 1.2523 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 58.7629 | 55.102 | 62.5 | 58.7629 | 55.102 | 62.5 |
Ratio Avg Win / Avg Loss | 0.864 | 0.836 | 0.8839 | 0.744 | 0.7141 | 0.7514 |
Largest Winning Trade | 29586 | 27626 | 29586 | 34561 | 23911 | 34561 |
Largest Losing Trade | -31461 | -23867 | -31461 | -53143 | -39048 | -53143 |
Avg Bars in Trades | 251 | 238 | 264 | 251 | 238 | 264 |
Avg Bars in Winners | 187 | 169 | 203 | 187 | 169 | 203 |
Avg Bars in Losers | 343 | 323 | 367 | 343 | 323 | 367 |
Bars Traded | 24412 | 11698 | 12714 | 24412 | 11698 | 12714 |
Profit Streak | 0 | 0 | 20.0679 | 0 | 0 | 20.0679 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 223828 | -537937 | 305140 | -285905 | -580589 | -74188 |
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{ "first_band": { "type": "ema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 218, "offset": 0, "a": 0.71026 } } }
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# | 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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