Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219719.1236 | 245475.7038 | -25756.5802 | -66676.9807 | 75309.1339 | -141986.1146 |
Total P&L (%) | 219.7191 | 245.4757 | -25.7566 | -66.677 | 75.3091 | -141.9861 |
Avg Daily Profit (%) | 0.1758 | 0.1964 | -0.0206 | -0.0879 | 0.0449 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141010 | -51406 | -111385 | -204613 | -18600 | -9975 |
Profit Factor | 1.4671 | 2.6963 | 0.9209 | 0.7458 | 2.761 | 0.3532 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 51 | 27 | 24 | 49 | 26 | 23 |
Losing Trades | 18 | 8 | 10 | 20 | 9 | 11 |
Profitability (%) | 73.913 | 77.1429 | 70.5882 | 71.0145 | 74.2857 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.5178 | 0.7989 | 0.3837 | 0.3044 | 0.9557 | 0.1689 |
Largest Winning Trade | 68892 | 68892 | 38848 | 68892 | 68892 | 39788 |
Largest Losing Trade | -111385 | -51406 | -111385 | -187205 | -18600 | -187205 |
Avg Bars in Trades | 52 | 59 | 44 | 52 | 59 | 44 |
Avg Bars in Winners | 35 | 45 | 24 | 40 | 48 | 30 |
Avg Bars in Losers | 100 | 109 | 93 | 82 | 93 | 73 |
Bars Traded | 3611 | 2094 | 1517 | 3611 | 2094 | 1517 |
Profit Streak | 41.7422 | 168.7422 | 41.7422 | 41.7422 | 168.7422 | 41.7422 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94623 | 535545 | -577576 | -682629 | -125871 | -577957 |
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{ "first_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.7535 } }, "second_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 9, "offset": 0, "a": 0.7535 } }, "second_band": { "type": "ssf", "factors": { "length": 166, "offset": 0, "poles": 3 } } }
# | 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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