Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656656.4665 | 548943.725 | 107712.7416 | 368740.6757 | 288215.9501 | 80524.7256 |
Total P&L (%) | 656.6565 | 548.9437 | 107.7127 | 368.7407 | 288.216 | 80.5247 |
Avg Daily Profit (%) | 0.4108 | 0.3434 | 0.0674 | 0.0967 | 0.0849 | 0.037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127546 | -120947 | -76311 | -1351861 | -1155937 | -468169 |
Profit Factor | 2.2054 | 2.6212 | 1.5225 | 1.1094 | 1.1428 | 1.0595 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 50.8475 | 43.3333 | 58.6207 | 50.8475 | 43.3333 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.1319 | 3.4277 | 1.0747 | 1.0724 | 1.4944 | 0.7479 |
Largest Winning Trade | 379319 | 379319 | 53468 | 707495 | 707495 | 432595 |
Largest Losing Trade | -54750 | -44186 | -54750 | -332954 | -332954 | -284814 |
Avg Bars in Trades | 312 | 337 | 287 | 312 | 337 | 287 |
Avg Bars in Winners | 378 | 431 | 338 | 378 | 431 | 338 |
Avg Bars in Losers | 244 | 264 | 216 | 244 | 264 | 216 |
Bars Traded | 18461 | 10118 | 8343 | 18461 | 10118 | 8343 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165353 | 418415 | -100445 | -343485 | -145723 | -299183 |
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{ "first_band": { "type": "t3", "factors": { "length": 211, "offset": 0, "a": 0.69263 } }, "second_band": { "type": "swma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 211, "offset": 0, "a": 0.69263 } }, "second_band": { "type": "swma", "factors": { "length": 218, "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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