Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115726.8433 | 74075.6042 | 41651.2391 | 156339.9558 | 119802.4263 | 36537.5295 |
Total P&L (%) | 115.7268 | 74.0756 | 41.6512 | 156.34 | 119.8024 | 36.5375 |
Avg Daily Profit (%) | 0.4444 | 0.2844 | 0.1599 | 0.3621 | 0.3029 | 0.1197 |
Buy And Hold Return (%) | 11.4142 | 11.4142 | 11.4142 | 11.4142 | 11.4142 | 11.4142 |
Max Trade Drawdown | -34245 | -42459 | -27149 | -41450 | -48399 | -40942 |
Profit Factor | 1.4832 | 1.662 | 1.3263 | 1.4189 | 1.7001 | 1.1808 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 49.2063 | 49.2063 | 49.2063 | 49.2063 | 49.2063 | 49.2063 |
Ratio Avg Win / Avg Loss | 1.531 | 1.7157 | 1.3691 | 1.4647 | 1.755 | 1.2189 |
Largest Winning Trade | 17083 | 17083 | 14526 | 22646 | 22646 | 20717 |
Largest Losing Trade | -13430 | -8477 | -13430 | -20466 | -14739 | -20466 |
Avg Bars in Trades | 196 | 200 | 191 | 196 | 200 | 191 |
Avg Bars in Winners | 244 | 242 | 246 | 244 | 242 | 246 |
Avg Bars in Losers | 149 | 160 | 138 | 149 | 160 | 138 |
Bars Traded | 24727 | 12662 | 12065 | 24727 | 12662 | 12065 |
Profit Streak | 7.996 | 8.4543 | 7.996 | 7.996 | 8.4543 | 7.996 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439632 | -136109 | -142720 | 360191 | -135538 | -205524 |
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{ "first_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.66769 } }, "second_band": { "type": "ema", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 152, "offset": 0, "a": 0.66769 } }, "second_band": { "type": "ema", "factors": { "length": 209, "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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