Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509889.0569 | 522198.2698 | -12309.2129 | -57706.8469 | 736747.1213 | -794453.9682 |
Total P&L (%) | 509.8891 | 522.1983 | -12.3092 | -57.7068 | 736.7471 | -794.454 |
Avg Daily Profit (%) | 0.2146 | 0.2198 | -0.0052 | -0.0362 | 0.0894 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226110 | -113429 | -128716 | -1018821 | -693500 | -957256 |
Profit Factor | 1.8453 | 2.8872 | 0.9623 | 0.975 | 1.8635 | 0.4543 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 53.4483 | 41.3793 | 65.5172 | 53.4483 | 41.3793 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.6072 | 4.0903 | 0.5065 | 0.8492 | 2.64 | 0.2391 |
Largest Winning Trade | 444185 | 444185 | 53726 | 829444 | 829444 | 307967 |
Largest Losing Trade | -69418 | -61207 | -69418 | -627110 | -627110 | -484396 |
Avg Bars in Trades | 77 | 67 | 87 | 77 | 67 | 87 |
Avg Bars in Winners | 79 | 66 | 86 | 79 | 66 | 86 |
Avg Bars in Losers | 75 | 67 | 88 | 75 | 67 | 88 |
Bars Traded | 4490 | 1951 | 2539 | 4490 | 1951 | 2539 |
Profit Streak | 99.987 | 99.987 | 138.487 | 99.987 | 99.987 | 138.487 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166032 | 391386 | -577470 | -758474 | -72434 | -577470 |
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{ "first_band": { "type": "swma", "factors": { "length": 16, "offset": 187 } }, "second_band": { "type": "t3", "factors": { "length": 180, "offset": 0, "a": 0.56601 } } }
# | 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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