Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65807.0981 | 45773.4531 | 20033.645 | 58099.818 | 50402.9731 | 7696.8449 |
Total P&L (%) | 65.8071 | 45.7735 | 20.0336 | 58.0998 | 50.403 | 7.6968 |
Avg Daily Profit (%) | 0.2527 | 0.1758 | 0.0769 | 0.176 | 0.1569 | 0.0285 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40090 | -38636 | -30540 | -44502 | -40957 | -32406 |
Profit Factor | 1.3546 | 1.4886 | 1.218 | 1.3042 | 1.5454 | 1.0781 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 67.4419 | 69.7674 | 65.1163 | 67.4419 | 69.7674 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.654 | 0.6451 | 0.6525 | 0.6296 | 0.6697 | 0.5775 |
Largest Winning Trade | 14016 | 14016 | 10749 | 15273 | 15273 | 9706 |
Largest Losing Trade | -25678 | -14254 | -25678 | -26633 | -16518 | -26633 |
Avg Bars in Trades | 286 | 290 | 282 | 286 | 290 | 282 |
Avg Bars in Winners | 217 | 224 | 210 | 217 | 224 | 210 |
Avg Bars in Losers | 429 | 443 | 417 | 429 | 443 | 417 |
Bars Traded | 24642 | 12491 | 12151 | 24642 | 12491 | 12151 |
Profit Streak | 4.5152 | 36.2756 | 0 | 4.5152 | 36.2756 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 294378 | 289014 | -98570 | 241200 | 310184 | -456309 |
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{ "first_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.72811 } }, "second_band": { "type": "t3", "factors": { "length": 199, "offset": 0, "a": 0.63842 } } }
# | 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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