Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87468.9906 | 44487.8399 | 42981.1507 | 39750.5339 | 45731.4757 | -5980.9418 |
Total P&L (%) | 87.469 | 44.4878 | 42.9812 | 39.7505 | 45.7315 | -5.9809 |
Avg Daily Profit (%) | 0.3359 | 0.1708 | 0.165 | 0.1286 | 0.1447 | -0.0237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79657 | -35116 | -72460 | -186231 | -67207 | -170398 |
Profit Factor | 1.3246 | 1.3177 | 1.3322 | 1.0812 | 1.1948 | 0.9765 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 67.7419 | 67.3913 | 68.0851 | 67.7419 | 67.3913 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.6308 | 0.6376 | 0.6244 | 0.5148 | 0.5782 | 0.4578 |
Largest Winning Trade | 19355 | 16851 | 19355 | 28492 | 28492 | 24667 |
Largest Losing Trade | -49820 | -18447 | -49820 | -100294 | -33596 | -100294 |
Avg Bars in Trades | 265 | 295 | 235 | 265 | 295 | 235 |
Avg Bars in Winners | 168 | 170 | 165 | 168 | 170 | 165 |
Avg Bars in Losers | 468 | 552 | 384 | 468 | 552 | 384 |
Bars Traded | 24654 | 13577 | 11077 | 24654 | 13577 | 11077 |
Profit Streak | 0 | 5.8191 | 0 | 0 | 5.8191 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316094 | 205448 | 180316 | -155061 | -7799 | -579748 |
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{ "first_band": { "type": "t3", "factors": { "length": 69, "offset": 0, "a": 0.79065 } }, "second_band": { "type": "rma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 69, "offset": 0, "a": 0.79065 } }, "second_band": { "type": "rma", "factors": { "length": 183, "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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