Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126127.4269 | 166514.2429 | -40386.816 | -365816.1697 | 81425.3136 | -447241.4833 |
Total P&L (%) | 126.1274 | 166.5142 | -40.3868 | -365.8162 | 81.4253 | -447.2415 |
Avg Daily Profit (%) | 0.124 | 0.1637 | -0.0397 | 0 | 0.0586 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209107 | -181097 | -68200 | -713868 | -251567 | -453751 |
Profit Factor | 1.1864 | 1.4794 | 0.8773 | 0.7595 | 1.1187 | 0.4644 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 58 | 25 | 33 | 28 | 18 | 10 |
Losing Trades | 30 | 19 | 11 | 60 | 26 | 34 |
Profitability (%) | 65.9091 | 56.8182 | 75 | 31.8182 | 40.9091 | 22.7273 |
Ratio Avg Win / Avg Loss | 0.6137 | 1.1243 | 0.2924 | 1.6276 | 1.6158 | 1.579 |
Largest Winning Trade | 181194 | 181194 | 23228 | 236413 | 144720 | 236413 |
Largest Losing Trade | -203023 | -48077 | -203023 | -180200 | -100336 | -180200 |
Avg Bars in Trades | 136 | 151 | 121 | 136 | 151 | 121 |
Avg Bars in Winners | 96 | 96 | 97 | 206 | 224 | 174 |
Avg Bars in Losers | 212 | 224 | 193 | 103 | 101 | 105 |
Bars Traded | 12012 | 6667 | 5345 | 12012 | 6667 | 5345 |
Profit Streak | 15.5521 | 0 | 38.5521 | 0 | 52.7187 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41482 | 339588 | -576932 | -584835 | -206526 | -617773 |
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.66206 } }, "second_band": { "type": "alma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 56, "offset": 0, "a": 0.66206 } }, "second_band": { "type": "alma", "factors": { "length": 138, "offset": 0 } } }
# | 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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