Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472858.9598 | 179183.9451 | 293675.0146 | 2443243.5928 | 851046.4937 | 1592197.0991 |
Total P&L (%) | 472.859 | 179.1839 | 293.675 | 2443.2436 | 851.0465 | 1592.1971 |
Avg Daily Profit (%) | 0.3178 | 0.1204 | 0.1974 | 0.2177 | 0.1515 | 0.1903 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47713 | -47548 | -58093 | -1602257 | -886246 | -1009913 |
Profit Factor | 2.3148 | 2.118 | 2.473 | 1.3948 | 1.3151 | 1.4565 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 62.8205 | 64.1026 | 61.5385 | 62.8205 | 64.1026 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.37 | 1.1861 | 1.5456 | 0.8255 | 0.7365 | 0.9103 |
Largest Winning Trade | 65953 | 47747 | 65953 | 1258375 | 734570 | 1258375 |
Largest Losing Trade | -33834 | -33091 | -33834 | -1009913 | -702548 | -1009913 |
Avg Bars in Trades | 72 | 39 | 105 | 72 | 39 | 105 |
Avg Bars in Winners | 66 | 31 | 102 | 66 | 31 | 102 |
Avg Bars in Losers | 82 | 53 | 109 | 82 | 53 | 109 |
Bars Traded | 5624 | 1526 | 4098 | 5624 | 1526 | 4098 |
Profit Streak | 0 | 0 | 75.0048 | 0 | 0 | 75.0048 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24913 | -27482 | 517885 | -29652 | 287330 | 338483 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.65809 } } }
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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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