Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78504.2619 | 57643.664 | 20860.5979 | 76074.9762 | 72689.0139 | 3385.9623 |
Total P&L (%) | 78.5043 | 57.6437 | 20.8606 | 76.075 | 72.689 | 3.386 |
Avg Daily Profit (%) | 0.3015 | 0.2213 | 0.0801 | 0.2175 | 0.21 | 0.0128 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32703 | -28875 | -32601 | -41228 | -30745 | -40817 |
Profit Factor | 1.3702 | 1.5606 | 1.1909 | 1.2878 | 1.5882 | 1.0241 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 45.3704 | 48.1481 | 42.5926 | 45.3704 | 48.1481 | 42.5926 |
Ratio Avg Win / Avg Loss | 1.6498 | 1.6807 | 1.6052 | 1.5506 | 1.7104 | 1.3802 |
Largest Winning Trade | 27293 | 27293 | 19839 | 25049 | 25049 | 18886 |
Largest Losing Trade | -9627 | -9627 | -9114 | -12548 | -10243 | -12548 |
Avg Bars in Trades | 226 | 235 | 218 | 226 | 235 | 218 |
Avg Bars in Winners | 315 | 336 | 292 | 315 | 336 | 292 |
Avg Bars in Losers | 152 | 140 | 163 | 152 | 140 | 163 |
Bars Traded | 24480 | 12693 | 11787 | 24480 | 12693 | 11787 |
Profit Streak | 15.4001 | 31.5147 | 15.4001 | 15.4001 | 31.5147 | 15.4001 |
Trades During Streak | 3 | 5 | 1 | 3 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312841 | -170868 | -285462 | 268877 | -169972 | -719353 |
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{ "first_band": { "type": "t3", "factors": { "length": 163, "offset": 0, "a": 0.69114 } }, "second_band": { "type": "wma", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 163, "offset": 0, "a": 0.69114 } }, "second_band": { "type": "wma", "factors": { "length": 188, "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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