Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137253.8562 | 86114.1929 | 51139.6633 | 17146.2443 | 139120.4023 | -121974.1579 |
Total P&L (%) | 137.2539 | 86.1142 | 51.1397 | 17.1462 | 139.1204 | -121.9742 |
Avg Daily Profit (%) | 0.527 | 0.3307 | 0.1964 | 0.0608 | 0.3353 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83846 | -27851 | -83846 | -333274 | -30478 | -333274 |
Profit Factor | 1.5994 | 1.9181 | 1.3783 | 1.0309 | 2.0393 | 0.7107 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 75 | 34 | 41 | 75 | 34 | 41 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 68.1818 | 61.8182 | 74.5455 | 68.1818 | 61.8182 | 74.5455 |
Ratio Avg Win / Avg Loss | 0.7464 | 1.1847 | 0.4706 | 0.4811 | 1.2596 | 0.2427 |
Largest Winning Trade | 20124 | 19950 | 20124 | 36877 | 28572 | 36877 |
Largest Losing Trade | -83846 | -27851 | -83846 | -333274 | -30478 | -333274 |
Avg Bars in Trades | 217 | 234 | 201 | 217 | 234 | 201 |
Avg Bars in Winners | 143 | 146 | 141 | 143 | 146 | 141 |
Avg Bars in Losers | 376 | 377 | 374 | 376 | 377 | 374 |
Bars Traded | 23958 | 12898 | 11060 | 23958 | 12898 | 11060 |
Profit Streak | 5.2995 | 5.2995 | 13.9974 | 5.2995 | 5.2995 | 13.9974 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471487 | -167939 | -171964 | -306353 | -167665 | -757970 |
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.6444 } }, "second_band": { "type": "rma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 60, "offset": 0, "a": 0.6444 } }, "second_band": { "type": "rma", "factors": { "length": 188, "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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