Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 187726.5215 | 97601.9443 | 90124.5773 | 151351.9303 | 54098.0479 | 97253.8824 |
Total P&L (%) | 187.7265 | 97.6019 | 90.1246 | 151.3519 | 54.098 | 97.2539 |
Avg Daily Profit (%) | 0.3604 | 0.1874 | 0.173 | 0.1771 | 0.0831 | 0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100222 | -69165 | -44929 | -243939 | -132593 | -146791 |
Profit Factor | 1.4464 | 1.4961 | 1.4028 | 1.1833 | 1.1523 | 1.2067 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 51.7241 | 48.2759 | 55.1724 | 51.7241 | 48.2759 | 55.1724 |
Ratio Avg Win / Avg Loss | 1.35 | 1.6029 | 1.1397 | 1.1044 | 1.2346 | 0.9804 |
Largest Winning Trade | 103592 | 103592 | 32538 | 69597 | 69597 | 59917 |
Largest Losing Trade | -27134 | -27134 | -25350 | -92994 | -61079 | -92994 |
Avg Bars in Trades | 212 | 195 | 229 | 212 | 195 | 229 |
Avg Bars in Winners | 177 | 167 | 186 | 177 | 167 | 186 |
Avg Bars in Losers | 250 | 221 | 283 | 250 | 221 | 283 |
Bars Traded | 24697 | 11358 | 13339 | 24697 | 11358 | 13339 |
Profit Streak | 6.5799 | 0 | 13.2674 | 6.5799 | 0 | 13.2674 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382420 | -171388 | -171246 | -10852 | -317439 | -200286 |
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{ "first_band": { "type": "swma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 167, "offset": 0, "a": 0.57879 } } }
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# | 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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