Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752191.0728 | 656523.2289 | 95667.8439 | 669555.6925 | 218418.4527 | 451137.2398 |
Total P&L (%) | 752.1911 | 656.5232 | 95.6678 | 669.5557 | 218.4185 | 451.1372 |
Avg Daily Profit (%) | 0.4034 | 0.3521 | 0.0513 | 0.1095 | 0.0621 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91435 | -93397 | -96607 | -509077 | -493725 | -262214 |
Profit Factor | 1.8362 | 2.4494 | 1.2142 | 1.157 | 1.0951 | 1.2293 |
Total Trades | 337 | 169 | 168 | 337 | 169 | 168 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 187 | 98 | 89 | 187 | 98 | 89 |
Profitability (%) | 44.5104 | 42.0118 | 47.0238 | 44.5104 | 42.0118 | 47.0238 |
Ratio Avg Win / Avg Loss | 2.2892 | 3.3809 | 1.3679 | 1.4424 | 1.5115 | 1.3849 |
Largest Winning Trade | 582099 | 582099 | 54997 | 320239 | 320239 | 197455 |
Largest Losing Trade | -19504 | -19504 | -19254 | -106952 | -106952 | -76984 |
Avg Bars in Trades | 16 | 15 | 17 | 16 | 15 | 17 |
Avg Bars in Winners | 25 | 23 | 28 | 25 | 23 | 28 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 5482 | 2555 | 2927 | 5482 | 2555 | 2927 |
Profit Streak | 0 | 0 | 8.8199 | 0 | 0 | 8.8199 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 473951 | 414222 | -124724 | -94290 | -227275 | -70938 |
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.663 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.21754, "nb": 0.57479, "nc": 0.38563 } } }
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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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