Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 231159.3151 | 189727.4333 | 41431.8817 | 298581.2469 | 191651.679 | 106929.5679 |
Total P&L (%) | 231.1593 | 189.7274 | 41.4319 | 298.5812 | 191.6517 | 106.9296 |
Avg Daily Profit (%) | 0.4438 | 0.3643 | 0.0796 | 0.2658 | 0.2057 | 0.1397 |
Buy And Hold Return (%) | 48.6369 | 48.6369 | 48.6369 | 48.6369 | 48.6369 | 48.6369 |
Max Trade Drawdown | -66915 | -44862 | -41000 | -243408 | -177943 | -125552 |
Profit Factor | 1.6277 | 1.8812 | 1.2709 | 1.3327 | 1.337 | 1.3254 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 43.8462 | 43.0769 | 44.6154 | 43.8462 | 43.0769 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.0846 | 2.4859 | 1.5776 | 1.7068 | 1.7668 | 1.6453 |
Largest Winning Trade | 124544 | 124544 | 19394 | 152436 | 152436 | 48917 |
Largest Losing Trade | -14518 | -14133 | -14518 | -44416 | -44416 | -40862 |
Avg Bars in Trades | 190 | 204 | 175 | 190 | 204 | 175 |
Avg Bars in Winners | 265 | 304 | 226 | 265 | 304 | 226 |
Avg Bars in Losers | 131 | 128 | 134 | 131 | 128 | 134 |
Bars Traded | 24722 | 13301 | 11421 | 24722 | 13301 | 11421 |
Profit Streak | 0 | 0 | 20.0591 | 0 | 0 | 20.0591 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310189 | -124933 | -385566 | 229949 | -128403 | -144791 |
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{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.79596 } }, "second_band": { "type": "vwma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.79596 } }, "second_band": { "type": "vwma", "factors": { "length": 189, "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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