Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79662.6669 | 58853.9913 | 20808.6755 | 97250.0906 | 73708.1766 | 23541.914 |
Total P&L (%) | 79.6627 | 58.854 | 20.8087 | 97.2501 | 73.7082 | 23.5419 |
Avg Daily Profit (%) | 0.9177 | 0.678 | 0.2397 | 0.7856 | 0.6381 | 0.2438 |
Buy And Hold Return (%) | 22.732 | 22.732 | 22.732 | 22.732 | 22.732 | 22.732 |
Max Trade Drawdown | -25230 | -12313 | -19164 | -49570 | -19470 | -38169 |
Profit Factor | 1.6648 | 2.1251 | 1.3082 | 1.4594 | 1.8061 | 1.1958 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Profitability (%) | 44.0476 | 50 | 38.0952 | 44.0476 | 50 | 38.0952 |
Ratio Avg Win / Avg Loss | 2.1147 | 2.1251 | 2.1257 | 1.8538 | 1.8061 | 1.9431 |
Largest Winning Trade | 25929 | 25929 | 12892 | 31740 | 31740 | 24334 |
Largest Losing Trade | -5991 | -5991 | -5531 | -11559 | -10605 | -11559 |
Avg Bars in Trades | 283 | 305 | 262 | 283 | 305 | 262 |
Avg Bars in Winners | 459 | 500 | 405 | 459 | 500 | 405 |
Avg Bars in Losers | 145 | 109 | 175 | 145 | 109 | 175 |
Bars Traded | 23855 | 12811 | 11044 | 23855 | 12811 | 11044 |
Profit Streak | 6.8138 | 0 | 10.3832 | 6.8138 | 0 | 10.3832 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359684 | 373251 | -162006 | 340896 | 359743 | -156202 |
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{ "first_band": { "type": "t3", "factors": { "length": 245, "offset": 0, "a": 0.76565 } }, "second_band": { "type": "rma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 245, "offset": 0, "a": 0.76565 } }, "second_band": { "type": "rma", "factors": { "length": 66, "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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