Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174349.8972 | 139633.6362 | 34716.261 | 135446.534 | 156065.9849 | -20619.4509 |
Total P&L (%) | 174.3499 | 139.6336 | 34.7163 | 135.4465 | 156.066 | -20.6195 |
Avg Daily Profit (%) | 0.3348 | 0.2681 | 0.0667 | 0.1645 | 0.1807 | -0.0443 |
Buy And Hold Return (%) | 25.0314 | 25.0314 | 25.0314 | 25.0314 | 25.0314 | 25.0314 |
Max Trade Drawdown | -67754 | -48236 | -55560 | -210457 | -132284 | -177841 |
Profit Factor | 1.4844 | 1.8337 | 1.1804 | 1.1708 | 1.4909 | 0.9566 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 53.6 | 50.7937 | 56.4516 | 53.6 | 50.7937 | 56.4516 |
Ratio Avg Win / Avg Loss | 1.285 | 1.7764 | 0.9106 | 1.0135 | 1.4443 | 0.738 |
Largest Winning Trade | 97318 | 97318 | 25941 | 138294 | 138294 | 62516 |
Largest Losing Trade | -42446 | -14304 | -42446 | -130571 | -40897 | -130571 |
Avg Bars in Trades | 197 | 172 | 223 | 197 | 172 | 223 |
Avg Bars in Winners | 190 | 161 | 217 | 190 | 161 | 217 |
Avg Bars in Losers | 205 | 183 | 230 | 205 | 183 | 230 |
Bars Traded | 24714 | 10875 | 13839 | 24714 | 10875 | 13839 |
Profit Streak | 2.3319 | 7.8111 | 0 | 2.3319 | 7.8111 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303073 | -135735 | -326979 | -27967 | -138273 | -734690 |
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{ "first_band": { "type": "t3", "factors": { "length": 208, "offset": 0, "a": 0.18663 } }, "second_band": { "type": "alma", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 208, "offset": 0, "a": 0.18663 } }, "second_band": { "type": "alma", "factors": { "length": 230, "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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