Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69404.5666 | 1699.756 | 67704.8107 | 52298.5525 | 2057.6705 | 50240.882 |
Total P&L (%) | 69.4046 | 1.6998 | 67.7048 | 52.2986 | 2.0577 | 50.2409 |
Avg Daily Profit (%) | 0.2665 | 0.0065 | 0.26 | 0.1617 | 0.0078 | 0.1564 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56140 | -68504 | -17844 | -46382 | -55407 | -19080 |
Profit Factor | 1.3737 | 1.0154 | 1.8998 | 1.3385 | 1.0227 | 1.7862 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 59.0909 | 51.5152 | 66.6667 | 59.0909 | 51.5152 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.951 | 0.9557 | 0.9499 | 0.9267 | 0.9626 | 0.8931 |
Largest Winning Trade | 17231 | 14036 | 17231 | 22112 | 12330 | 22112 |
Largest Losing Trade | -33284 | -33284 | -17844 | -29749 | -29749 | -19080 |
Avg Bars in Trades | 371 | 427 | 316 | 371 | 427 | 316 |
Avg Bars in Winners | 310 | 357 | 273 | 310 | 357 | 273 |
Avg Bars in Losers | 460 | 502 | 400 | 460 | 502 | 400 |
Bars Traded | 24541 | 14113 | 10428 | 24541 | 14113 | 10428 |
Profit Streak | 9.8738 | 19.8321 | 9.8738 | 9.8738 | 19.8321 | 9.8738 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120594 | -555820 | 367708 | -122846 | -546031 | 286038 |
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{ "first_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.70375 } }, "second_band": { "type": "rma", "factors": { "length": 240, "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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