Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413051.817 | 1349854.2648 | 63197.5522 | 3217169.316 | 3438717.3431 | -221548.0271 |
Total P&L (%) | 1413.0518 | 1349.8543 | 63.1976 | 3217.1693 | 3438.7173 | -221.548 |
Avg Daily Profit (%) | 0.6442 | 0.6153 | 0.0288 | 0.1598 | 0.1627 | 0 |
Buy And Hold Return (%) | 563.6335 | 563.6335 | 563.6335 | 563.6335 | 563.6335 | 563.6335 |
Max Trade Drawdown | -147353 | -111955 | -114289 | -774210 | -390298 | -1013113 |
Profit Factor | 3.3764 | 5.7863 | 1.2022 | 2.1094 | 4.0249 | 0.8743 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 31.068 | 26.9231 | 35.2941 | 31.068 | 26.9231 | 35.2941 |
Ratio Avg Win / Avg Loss | 7.4913 | 15.7056 | 2.204 | 4.6802 | 10.9247 | 1.603 |
Largest Winning Trade | 757853 | 757853 | 65536 | 1706669 | 1706669 | 601113 |
Largest Losing Trade | -66140 | -31954 | -66140 | -429039 | -162832 | -429039 |
Avg Bars in Trades | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Winners | 151 | 153 | 150 | 151 | 153 | 150 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 6344 | 2930 | 3414 | 6344 | 2930 | 3414 |
Profit Streak | 246.6602 | 246.6602 | 250.3269 | 246.6602 | 246.6602 | 250.3269 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325044 | -184997 | -504377 | 184743 | -186501 | -762803 |
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{ "first_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.6852 } }, "second_band": { "type": "fwma", "factors": { "length": 61, "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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