Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 220115.8704 | 96532.9257 | 123582.9446 | 287122.2419 | 78373.5387 | 208748.7032 |
Total P&L (%) | 220.1159 | 96.5329 | 123.5829 | 287.1222 | 78.3735 | 208.7487 |
Avg Daily Profit (%) | 0.2375 | 0.1042 | 0.1333 | 0.1462 | 0.0625 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72396 | -63623 | -46019 | -254865 | -217808 | -146381 |
Profit Factor | 1.4881 | 1.4157 | 1.5649 | 1.2422 | 1.1312 | 1.355 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 46.0317 | 39.6825 | 52.381 | 46.0317 | 39.6825 | 52.381 |
Ratio Avg Win / Avg Loss | 1.7446 | 2.1519 | 1.4226 | 1.4564 | 1.7194 | 1.2318 |
Largest Winning Trade | 56030 | 56030 | 27444 | 98760 | 98760 | 78885 |
Largest Losing Trade | -28956 | -19207 | -28956 | -77751 | -77751 | -69171 |
Avg Bars in Trades | 174 | 174 | 173 | 174 | 174 | 173 |
Avg Bars in Winners | 253 | 256 | 251 | 253 | 256 | 251 |
Avg Bars in Losers | 106 | 121 | 87 | 106 | 121 | 87 |
Bars Traded | 21925 | 11021 | 10904 | 21925 | 11021 | 10904 |
Profit Streak | 19.7324 | 0 | 43.2324 | 19.7324 | 0 | 43.2324 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346799 | -202997 | -158694 | 41282 | -335585 | -175483 |
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{ "first_band": { "type": "t3", "factors": { "length": 156, "offset": 0, "a": 0.76935 } }, "second_band": { "type": "wma", "factors": { "length": 84, "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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