Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 108476.4619 | 80427.1148 | 28049.3471 | 124063.568 | 113154.122 | 10909.446 |
Total P&L (%) | 108.4765 | 80.4271 | 28.0493 | 124.0636 | 113.1541 | 10.9094 |
Avg Daily Profit (%) | 0.4165 | 0.3088 | 0.1077 | 0.3103 | 0.291 | 0.0398 |
Buy And Hold Return (%) | 20.0574 | 20.0574 | 20.0574 | 20.0574 | 20.0574 | 20.0574 |
Max Trade Drawdown | -38214 | -41009 | -43212 | -103869 | -85893 | -121515 |
Profit Factor | 1.5753 | 2.0221 | 1.2553 | 1.2877 | 1.6669 | 1.0417 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 48.3516 | 50 | 46.6667 | 48.3516 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.6827 | 2.0221 | 1.4346 | 1.3755 | 1.6669 | 1.1905 |
Largest Winning Trade | 36477 | 36477 | 20183 | 47063 | 47063 | 40621 |
Largest Losing Trade | -15329 | -15329 | -11934 | -30444 | -30404 | -30444 |
Avg Bars in Trades | 270 | 283 | 256 | 270 | 283 | 256 |
Avg Bars in Winners | 335 | 376 | 291 | 335 | 376 | 291 |
Avg Bars in Losers | 208 | 190 | 225 | 208 | 190 | 225 |
Bars Traded | 24574 | 13030 | 11544 | 24574 | 13030 | 11544 |
Profit Streak | 3.4488 | 11.0321 | 0 | 3.4488 | 11.0321 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315579 | 358286 | -93826 | 198269 | 375218 | -482829 |
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{ "first_band": { "type": "t3", "factors": { "length": 193, "offset": 0, "a": 0.98583 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.89272 } } }
# | 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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