Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1967570.9579 | 1877718.2107 | 89852.7471 | 3183390.2003 | 1365756.9748 | 1817633.2255 |
Total P&L (%) | 1967.571 | 1877.7182 | 89.8527 | 3183.3902 | 1365.757 | 1817.6332 |
Avg Daily Profit (%) | 0.8331 | 0.7951 | 0.038 | 0.1479 | 0.1138 | 0.1251 |
Buy And Hold Return (%) | 490.3614 | 490.3614 | 490.3614 | 490.3614 | 490.3614 | 490.3614 |
Max Trade Drawdown | -92940 | -101506 | -75327 | -5169024 | -5164606 | -3669167 |
Profit Factor | 4.8751 | 7.3315 | 1.4255 | 1.1704 | 1.1267 | 1.2301 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 53.0303 | 42.4242 | 63.6364 | 53.0303 | 42.4242 | 63.6364 |
Ratio Avg Win / Avg Loss | 4.3179 | 9.9499 | 0.8146 | 1.0367 | 1.5291 | 0.7029 |
Largest Winning Trade | 1498789 | 1498789 | 56782 | 5693139 | 5693139 | 1782260 |
Largest Losing Trade | -48294 | -45968 | -48294 | -2605051 | -2385768 | -2605051 |
Avg Bars in Trades | 104 | 97 | 112 | 104 | 97 | 112 |
Avg Bars in Winners | 116 | 124 | 111 | 116 | 124 | 111 |
Avg Bars in Losers | 91 | 77 | 113 | 91 | 77 | 113 |
Bars Traded | 6923 | 3218 | 3705 | 6923 | 3218 | 3705 |
Profit Streak | 40.1369 | 40.1369 | 305.4703 | 40.1369 | 40.1369 | 305.4703 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107992 | 606788 | -305561 | -155207 | -126505 | -26910 |
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{ "first_band": { "type": "sma", "factors": { "length": 34, "offset": 86 } }, "second_band": { "type": "t3", "factors": { "length": 113, "offset": 0, "a": 0.73112 } } }
# | 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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