Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55582.1869 | 27802.622 | 27779.5648 | 64230.4121 | 32288.8577 | 31941.5545 |
Total P&L (%) | 55.5822 | 27.8026 | 27.7796 | 64.2304 | 32.2889 | 31.9416 |
Avg Daily Profit (%) | 0.719 | 0.3597 | 0.3594 | 0.6438 | 0.3626 | 0.3592 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23501 | -11495 | -15912 | -22552 | -13920 | -20380 |
Profit Factor | 1.4195 | 1.4421 | 1.3992 | 1.4408 | 1.4633 | 1.4202 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 112 | 55 | 57 | 112 | 55 | 57 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 67.8788 | 67.0732 | 68.6747 | 67.8788 | 67.0732 | 68.6747 |
Ratio Avg Win / Avg Loss | 0.6717 | 0.7079 | 0.6382 | 0.6818 | 0.7183 | 0.6478 |
Largest Winning Trade | 6779 | 6348 | 6779 | 6425 | 6212 | 6425 |
Largest Losing Trade | -9749 | -5998 | -9749 | -10293 | -7033 | -10293 |
Avg Bars in Trades | 132 | 119 | 144 | 132 | 119 | 144 |
Avg Bars in Winners | 106 | 87 | 124 | 106 | 87 | 124 |
Avg Bars in Losers | 186 | 184 | 189 | 186 | 184 | 189 |
Bars Traded | 21805 | 9804 | 12001 | 21805 | 9804 | 12001 |
Profit Streak | 28.0734 | 30.181 | 28.0734 | 28.0734 | 30.181 | 28.0734 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471495 | 94552 | 237217 | 473789 | 114487 | 255112 |
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.72209 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.72209 } } }
# | 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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