Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80606.7146 | 32469.935 | 48136.7796 | 78494.2808 | 20587.074 | 57907.2068 |
Total P&L (%) | 80.6067 | 32.4699 | 48.1368 | 78.4943 | 20.5871 | 57.9072 |
Avg Daily Profit (%) | 0.3095 | 0.1247 | 0.1848 | 0.2227 | 0.0719 | 0.1756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82504 | -47706 | -55662 | -117921 | -74593 | -68759 |
Profit Factor | 1.3504 | 1.3329 | 1.3634 | 1.2434 | 1.1457 | 1.3195 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 51.7241 | 55.1724 | 48.2759 | 51.7241 | 55.1724 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.2604 | 1.083 | 1.4607 | 1.1605 | 0.9309 | 1.4138 |
Largest Winning Trade | 27235 | 15411 | 27235 | 36571 | 21060 | 36571 |
Largest Losing Trade | -14433 | -14433 | -13666 | -23034 | -23034 | -19735 |
Avg Bars in Trades | 209 | 225 | 194 | 209 | 225 | 194 |
Avg Bars in Winners | 238 | 241 | 235 | 238 | 241 | 235 |
Avg Bars in Losers | 179 | 205 | 156 | 179 | 205 | 156 |
Bars Traded | 24359 | 13059 | 11300 | 24359 | 13059 | 11300 |
Profit Streak | 12.3776 | 12.4297 | 12.3776 | 12.3776 | 12.4297 | 12.3776 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345450 | -208865 | -175040 | 295187 | -345042 | -174694 |
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{ "first_band": { "type": "t3", "factors": { "length": 130, "offset": 0, "a": 0.70098 } }, "second_band": { "type": "sma", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 130, "offset": 0, "a": 0.70098 } }, "second_band": { "type": "sma", "factors": { "length": 192, "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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