Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213409.5192 | 103893.7649 | 109515.7543 | 367851.0392 | 216270.05 | 151580.9892 |
Total P&L (%) | 213.4095 | 103.8938 | 109.5158 | 367.851 | 216.2701 | 151.581 |
Avg Daily Profit (%) | 0.4097 | 0.1995 | 0.2103 | 0.2967 | 0.2213 | 0.1773 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62822 | -46768 | -48041 | -235900 | -110083 | -287422 |
Profit Factor | 1.5849 | 1.6187 | 1.5561 | 1.3204 | 1.5232 | 1.2063 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 56.6434 | 52.1127 | 61.1111 | 56.6434 | 52.1127 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.2131 | 1.4875 | 0.9903 | 1.0107 | 1.3997 | 0.7676 |
Largest Winning Trade | 30746 | 21750 | 30746 | 97349 | 97349 | 85902 |
Largest Losing Trade | -21845 | -21785 | -21845 | -106840 | -66014 | -106840 |
Avg Bars in Trades | 169 | 166 | 172 | 169 | 166 | 172 |
Avg Bars in Winners | 146 | 132 | 158 | 146 | 132 | 158 |
Avg Bars in Losers | 199 | 204 | 193 | 199 | 204 | 193 |
Bars Traded | 24244 | 11854 | 12391 | 24244 | 11854 | 12391 |
Profit Streak | 22.462 | 23.8995 | 22.462 | 22.462 | 23.8995 | 22.462 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 483069 | -76373 | -69575 | 390086 | -76692 | -71995 |
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{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.70412 } }, "second_band": { "type": "pwma", "factors": { "length": 99, "offset": 187 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.70412 } }, "second_band": { "type": "pwma", "factors": { "length": 99, "offset": 187 } } }
# | 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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