Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115674.3929 | 77405.3323 | 38269.0606 | 138643.7502 | 131735.1758 | 6908.5743 |
Total P&L (%) | 115.6744 | 77.4053 | 38.2691 | 138.6438 | 131.7352 | 6.9086 |
Avg Daily Profit (%) | 0.4442 | 0.2972 | 0.147 | 0.3346 | 0.3232 | 0.0257 |
Buy And Hold Return (%) | 14.4149 | 14.4149 | 14.4149 | 14.4149 | 14.4149 | 14.4149 |
Max Trade Drawdown | -35267 | -18061 | -35267 | -119882 | -35928 | -119882 |
Profit Factor | 1.4993 | 1.7857 | 1.2874 | 1.2961 | 1.769 | 1.0233 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 70.6349 | 71.4286 | 69.8413 | 70.6349 | 71.4286 | 69.8413 |
Ratio Avg Win / Avg Loss | 0.6233 | 0.7143 | 0.5559 | 0.5388 | 0.7076 | 0.4419 |
Largest Winning Trade | 12939 | 12939 | 11959 | 26229 | 18769 | 26229 |
Largest Losing Trade | -35267 | -13532 | -35267 | -119882 | -31315 | -119882 |
Avg Bars in Trades | 193 | 191 | 195 | 193 | 191 | 195 |
Avg Bars in Winners | 120 | 116 | 124 | 120 | 116 | 124 |
Avg Bars in Losers | 370 | 380 | 360 | 370 | 380 | 360 |
Bars Traded | 24425 | 12088 | 12337 | 24425 | 12088 | 12337 |
Profit Streak | 3.9427 | 3.9427 | 10.5365 | 3.9427 | 3.9427 | 10.5365 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417040 | -137596 | -146355 | 338603 | -136320 | -665387 |
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{ "first_band": { "type": "sma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 175, "offset": 0, "a": 0.33715 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 175, "offset": 0, "a": 0.33715 } } }
# | 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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