Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120540.9232 | 155788.9295 | -35248.0064 | -34673.3138 | 106138.9927 | -140812.3065 |
Total P&L (%) | 120.5409 | 155.7889 | -35.248 | -34.6733 | 106.139 | -140.8123 |
Avg Daily Profit (%) | 0.1157 | 0.1496 | -0.0338 | -0.0409 | 0.0695 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148836 | -98957 | -97349 | -378168 | -195253 | -246273 |
Profit Factor | 1.2176 | 1.6984 | 0.8935 | 0.9676 | 1.2481 | 0.7805 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 81 | 47 | 34 | 81 | 47 | 34 |
Losing Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Profitability (%) | 41.3265 | 47.9592 | 34.6939 | 41.3265 | 47.9592 | 34.6939 |
Ratio Avg Win / Avg Loss | 1.7287 | 1.843 | 1.6818 | 1.3737 | 1.3543 | 1.4692 |
Largest Winning Trade | 167166 | 167166 | 72351 | 153303 | 153303 | 125585 |
Largest Losing Trade | -33356 | -24544 | -33356 | -77413 | -56846 | -77413 |
Avg Bars in Trades | 123 | 112 | 134 | 123 | 112 | 134 |
Avg Bars in Winners | 174 | 133 | 230 | 174 | 133 | 230 |
Avg Bars in Losers | 87 | 93 | 83 | 87 | 93 | 83 |
Bars Traded | 24195 | 11005 | 13190 | 24195 | 11005 | 13190 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40169 | 314453 | -584245 | -581458 | -101502 | -585356 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 110, "offset": 88 } }, "second_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.84573 } } }
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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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