Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81347.5906 | -10422.8554 | 91770.446 | 23314.57 | -27410.8996 | 50725.4696 |
Total P&L (%) | 81.3476 | -10.4229 | 91.7704 | 23.3146 | -27.4109 | 50.7255 |
Avg Daily Profit (%) | 0.1562 | -0.02 | 0.1762 | 0.0402 | -0.0615 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110497 | -75330 | -80407 | -91176 | -60170 | -55501 |
Profit Factor | 1.2695 | 0.9321 | 1.6189 | 1.1202 | 0.7366 | 1.5639 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 70.9677 | 65.2174 | 76.5957 | 70.9677 | 65.2174 | 76.5957 |
Ratio Avg Win / Avg Loss | 0.5193 | 0.4971 | 0.4947 | 0.4583 | 0.3928 | 0.4779 |
Largest Winning Trade | 62351 | 15463 | 62351 | 47359 | 7000 | 47359 |
Largest Losing Trade | -39305 | -20896 | -39305 | -30081 | -22884 | -30081 |
Avg Bars in Trades | 264 | 281 | 247 | 264 | 281 | 247 |
Avg Bars in Winners | 147 | 129 | 162 | 147 | 129 | 162 |
Avg Bars in Losers | 549 | 566 | 524 | 549 | 566 | 524 |
Bars Traded | 24571 | 12938 | 11634 | 24571 | 12938 | 11634 |
Profit Streak | 9.754 | 0 | 56.6706 | 9.754 | 0 | 56.6706 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317414 | -579300 | 441340 | -230493 | -579300 | -84430 |
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{ "first_band": { "type": "wma", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 191, "offset": 0, "a": 0.11074 } } }
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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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