Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 494047.6522 | 327570.5228 | 166477.1294 | 420219.0957 | -652274.7729 | 1072493.8686 |
Total P&L (%) | 494.0477 | 327.5705 | 166.4771 | 420.2191 | -652.2748 | 1072.4939 |
Avg Daily Profit (%) | 0.2733 | 0.1812 | 0.0921 | 0.0913 | 0 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136223 | -139979 | -63571 | -1475342 | -1471525 | -547177 |
Profit Factor | 2.1701 | 2.3256 | 1.9507 | 1.1216 | 0.7084 | 1.8796 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 48.4375 | 50 | 46.875 | 48.4375 | 50 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3101 | 2.3256 | 2.2108 | 1.1939 | 0.7084 | 2.1302 |
Largest Winning Trade | 284065 | 284065 | 65098 | 379576 | 325826 | 379576 |
Largest Losing Trade | -46409 | -38364 | -46409 | -615818 | -615818 | -382224 |
Avg Bars in Trades | 79 | 91 | 67 | 79 | 91 | 67 |
Avg Bars in Winners | 102 | 100 | 103 | 102 | 100 | 103 |
Avg Bars in Losers | 58 | 82 | 35 | 58 | 82 | 35 |
Bars Traded | 5093 | 2940 | 2153 | 5093 | 2940 | 2153 |
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 | -131731 | 426832 | -67578 | -302035 | -580810 | -8402 |
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{ "first_band": { "type": "t3", "factors": { "length": 118, "offset": 0, "a": 0.91196 } }, "second_band": { "type": "pwma", "factors": { "length": 79, "offset": 0 } } }
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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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