Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239513.4138 | 53741.0152 | 185772.3986 | -87563.5821 | -141498.2656 | 53934.6835 |
Total P&L (%) | 239.5134 | 53.741 | 185.7724 | -87.5636 | -141.4983 | 53.9347 |
Avg Daily Profit (%) | 0.1499 | 0.0336 | 0.1163 | -0.1304 | 0 | 0.027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161215 | -115382 | -158274 | -226398 | -217344 | -132421 |
Profit Factor | 1.1994 | 1.0791 | 1.3558 | 0.9208 | 0.7792 | 1.116 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 192 | 88 | 104 | 192 | 88 | 104 |
Losing Trades | 174 | 95 | 79 | 174 | 95 | 79 |
Profitability (%) | 52.459 | 48.0874 | 56.8306 | 52.459 | 48.0874 | 56.8306 |
Ratio Avg Win / Avg Loss | 1.0869 | 1.165 | 1.0299 | 0.8345 | 0.8412 | 0.8478 |
Largest Winning Trade | 52975 | 52975 | 33678 | 71577 | 71577 | 32799 |
Largest Losing Trade | -97105 | -36698 | -97105 | -92270 | -53357 | -92270 |
Avg Bars in Trades | 51 | 53 | 49 | 51 | 53 | 49 |
Avg Bars in Winners | 49 | 52 | 46 | 49 | 52 | 46 |
Avg Bars in Losers | 54 | 55 | 53 | 54 | 55 | 53 |
Bars Traded | 18975 | 9860 | 9115 | 18975 | 9860 | 9115 |
Profit Streak | 12.1942 | 0 | 12.9442 | 12.1942 | 0 | 12.9442 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314575 | -282860 | -35431 | -577925 | -581118 | -250522 |
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{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.28023 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 117, "poles": 2 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 91, "offset": 0, "a": 0.28023 } }, "second_band": { "type": "ssf", "factors": { "length": 29, "offset": 117, "poles": 2 } } }
# | 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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