Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045102.3299 | 951487.846 | 93614.4839 | 120860.786 | -333889.6545 | 454750.4406 |
Total P&L (%) | 1045.1023 | 951.4878 | 93.6145 | 120.8608 | -333.8897 | 454.7504 |
Avg Daily Profit (%) | 0.4425 | 0.4028 | 0.0396 | 0.0336 | 0 | 0.0726 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198722 | -93821 | -193226 | -466458 | -564211 | -89875 |
Profit Factor | 2.7751 | 4.0101 | 1.3433 | 1.0979 | 0.6378 | 2.4517 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 4.415 | 8.9113 | 1.55 | 1.7466 | 1.4173 | 2.8289 |
Largest Winning Trade | 922464 | 922464 | 61143 | 180962 | 180962 | 174239 |
Largest Losing Trade | -76983 | -38685 | -76983 | -240147 | -240147 | -71890 |
Avg Bars in Trades | 121 | 109 | 134 | 121 | 109 | 134 |
Avg Bars in Winners | 191 | 180 | 198 | 191 | 180 | 198 |
Avg Bars in Losers | 77 | 76 | 78 | 77 | 76 | 78 |
Bars Traded | 6926 | 3165 | 3761 | 6926 | 3165 | 3761 |
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 | -168806 | 338753 | -160945 | -444052 | -586541 | -113826 |
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{ "first_band": { "type": "t3", "factors": { "length": 75, "offset": 0, "a": 0.55743 } }, "second_band": { "type": "wma", "factors": { "length": 90, "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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