Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 265120.7212 | 237777.7163 | 27343.0049 | 33275.928 | 167253.8519 | -133977.9239 |
Total P&L (%) | 265.1207 | 237.7777 | 27.343 | 33.2759 | 167.2539 | -133.9779 |
Avg Daily Profit (%) | 0.2545 | 0.2283 | 0.0262 | 0.0276 | 0.0944 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151513 | -108413 | -121536 | -276561 | -208991 | -295787 |
Profit Factor | 1.3858 | 1.6708 | 1.0822 | 1.0265 | 1.2773 | 0.7951 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 46.5649 | 42.4242 | 50.7692 | 46.5649 | 42.4242 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.5903 | 2.2675 | 1.0494 | 1.1779 | 1.7334 | 0.771 |
Largest Winning Trade | 210657 | 210657 | 29952 | 172128 | 172128 | 74264 |
Largest Losing Trade | -47717 | -36740 | -47717 | -108950 | -87648 | -108950 |
Avg Bars in Trades | 186 | 188 | 184 | 186 | 188 | 184 |
Avg Bars in Winners | 258 | 270 | 248 | 258 | 270 | 248 |
Avg Bars in Losers | 124 | 128 | 119 | 124 | 128 | 119 |
Bars Traded | 24480 | 12457 | 12023 | 24480 | 12457 | 12023 |
Profit Streak | 46.9125 | 46.9125 | 50.5375 | 46.9125 | 46.9125 | 50.5375 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371052 | -115388 | -421858 | -349762 | -192279 | -711368 |
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{ "first_band": { "type": "t3", "factors": { "length": 156, "offset": 0, "a": 0.76703 } }, "second_band": { "type": "wma", "factors": { "length": 124, "offset": 0 } } }
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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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