Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68803.9847 | 2905.2326 | 65898.7521 | 37382.1848 | -30562.8047 | 67944.9896 |
Total P&L (%) | 68.804 | 2.9052 | 65.8988 | 37.3822 | -30.5628 | 67.945 |
Avg Daily Profit (%) | 0.2642 | 0.0112 | 0.253 | 0.122 | -0.14 | 0.1993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62231 | -38942 | -44556 | -118325 | -75929 | -73526 |
Profit Factor | 1.1957 | 1.0138 | 1.4672 | 1.0743 | 0.899 | 1.3392 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 117 | 54 | 63 | 117 | 54 | 63 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 58.794 | 54 | 63.6364 | 58.794 | 54 | 63.6364 |
Ratio Avg Win / Avg Loss | 0.8278 | 0.8448 | 0.8384 | 0.7438 | 0.7492 | 0.7653 |
Largest Winning Trade | 14210 | 13863 | 14210 | 23248 | 23248 | 20318 |
Largest Losing Trade | -32287 | -23644 | -32287 | -50199 | -25419 | -50199 |
Avg Bars in Trades | 123 | 128 | 118 | 123 | 128 | 118 |
Avg Bars in Winners | 92 | 93 | 91 | 92 | 93 | 91 |
Avg Bars in Losers | 167 | 170 | 165 | 167 | 170 | 165 |
Bars Traded | 24562 | 12874 | 11688 | 24562 | 12874 | 11688 |
Profit Streak | 6.3532 | 6.3532 | 13.5199 | 6.3532 | 6.3532 | 13.5199 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 129680 | -550722 | 319873 | -170581 | -580776 | 280079 |
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{ "first_band": { "type": "t3", "factors": { "length": 83, "offset": 0, "a": 0.8119 } }, "second_band": { "type": "pwma", "factors": { "length": 239, "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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