Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 166719.0567 | 74129.8348 | 92589.2219 | 352057.9333 | 179054.8924 | 173003.0409 |
Total P&L (%) | 166.7191 | 74.1298 | 92.5892 | 352.0579 | 179.0549 | 173.003 |
Avg Daily Profit (%) | 0.6402 | 0.2847 | 0.3555 | 0.581 | 0.3948 | 0.3864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14419 | -8612 | -13488 | -63950 | -39157 | -59570 |
Profit Factor | 2.4613 | 2.8653 | 2.2453 | 1.8645 | 2.2948 | 1.6432 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 65.5556 | 68.8889 | 62.2222 | 65.5556 | 68.8889 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.2932 | 1.294 | 1.3632 | 0.9796 | 1.0364 | 0.9977 |
Largest Winning Trade | 31858 | 12012 | 31858 | 42883 | 28224 | 42883 |
Largest Losing Trade | -11530 | -8612 | -11530 | -50891 | -39157 | -50891 |
Avg Bars in Trades | 271 | 305 | 236 | 271 | 305 | 236 |
Avg Bars in Winners | 267 | 295 | 236 | 267 | 295 | 236 |
Avg Bars in Losers | 278 | 327 | 237 | 278 | 327 | 237 |
Bars Traded | 24395 | 13739 | 10656 | 24395 | 13739 | 10656 |
Profit Streak | 22.4919 | 22.4919 | 25.5856 | 22.4919 | 22.4919 | 25.5856 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635519 | 535115 | 497961 | 515838 | 529388 | 405623 |
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{ "first_band": { "type": "t3", "factors": { "length": 79, "offset": 0, "a": 0.13981 } }, "second_band": { "type": "rma", "factors": { "length": 187, "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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