Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119361.6524 | 52480.5981 | 66881.0542 | 139333.9263 | 64675.4787 | 74658.4476 |
Total P&L (%) | 119.3617 | 52.4806 | 66.8811 | 139.3339 | 64.6755 | 74.6584 |
Avg Daily Profit (%) | 0.4583 | 0.2015 | 0.2568 | 0.3357 | 0.1917 | 0.2144 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60626 | -38354 | -42697 | -61259 | -41235 | -47444 |
Profit Factor | 1.5704 | 1.5094 | 1.6295 | 1.6598 | 1.6609 | 1.6588 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 70.1299 | 68.4211 | 71.7949 | 70.1299 | 68.4211 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.6689 | 0.6966 | 0.6402 | 0.707 | 0.7666 | 0.6517 |
Largest Winning Trade | 24912 | 15707 | 24912 | 21694 | 20891 | 21694 |
Largest Losing Trade | -25703 | -19605 | -25703 | -32536 | -21596 | -32536 |
Avg Bars in Trades | 309 | 327 | 291 | 309 | 327 | 291 |
Avg Bars in Winners | 227 | 254 | 203 | 227 | 254 | 203 |
Avg Bars in Losers | 500 | 486 | 516 | 500 | 486 | 516 |
Bars Traded | 23820 | 12449 | 11371 | 23820 | 12449 | 11371 |
Profit Streak | 10.8472 | 52.4827 | 10.8472 | 10.8472 | 52.4827 | 10.8472 |
Trades During Streak | 2 | 8 | 1 | 2 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33792 | 316553 | 370843 | -34544 | 366975 | 367300 |
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{ "first_band": { "type": "t3", "factors": { "length": 144, "offset": 0, "a": 0.7434 } }, "second_band": { "type": "swma", "factors": { "length": 172, "offset": 162 } } }
# | 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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