Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169498.8428 | 95331.2566 | 74167.5863 | 221463.2012 | 112881.9838 | 108581.2174 |
Total P&L (%) | 169.4988 | 95.3313 | 74.1676 | 221.4632 | 112.882 | 108.5812 |
Avg Daily Profit (%) | 0.6509 | 0.3661 | 0.2848 | 0.4494 | 0.2906 | 0.2827 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -53905 | -50940 | -28380 | -74959 | -56050 | -35088 |
Profit Factor | 1.5544 | 1.6064 | 1.4994 | 1.5266 | 1.5177 | 1.5362 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 40.9836 | 39.3443 | 42.623 | 40.9836 | 39.3443 | 42.623 |
Ratio Avg Win / Avg Loss | 2.2384 | 2.4766 | 2.0184 | 2.1983 | 2.3398 | 2.068 |
Largest Winning Trade | 58332 | 58332 | 22092 | 97939 | 97939 | 34733 |
Largest Losing Trade | -12636 | -12636 | -10768 | -16392 | -16392 | -16166 |
Avg Bars in Trades | 200 | 197 | 202 | 200 | 197 | 202 |
Avg Bars in Winners | 315 | 315 | 316 | 315 | 315 | 316 |
Avg Bars in Losers | 120 | 121 | 118 | 120 | 121 | 118 |
Bars Traded | 24432 | 12065 | 12367 | 24432 | 12065 | 12367 |
Profit Streak | 15.4674 | 16.2174 | 15.4674 | 15.4674 | 16.2174 | 15.4674 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402819 | -154347 | -154392 | 334711 | -155507 | -154184 |
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{ "first_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.61365 } }, "second_band": { "type": "wma", "factors": { "length": 77, "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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