Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260342.849 | 291980.0583 | -31637.2093 | -3023799.4064 | -1444374.6493 | -1579424.7571 |
Total P&L (%) | 260.3428 | 291.9801 | -31.6372 | -3023.7994 | -1444.3746 | -1579.4248 |
Avg Daily Profit (%) | 0.2102 | 0.2357 | -0.0255 | 0 | 0 | 0 |
Buy And Hold Return (%) | 92.5724 | 92.5724 | 92.5724 | 92.5724 | 92.5724 | 92.5724 |
Max Trade Drawdown | -85314 | -58766 | -85314 | -2886010 | -1489061 | -1855091 |
Profit Factor | 1.3756 | 2.5743 | 0.9377 | 0.5215 | 0.5305 | 0.513 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 99 | 47 | 52 | 31 | 18 | 13 |
Losing Trades | 32 | 18 | 14 | 100 | 47 | 53 |
Profitability (%) | 75.5725 | 72.3077 | 78.7879 | 23.6641 | 27.6923 | 19.697 |
Ratio Avg Win / Avg Loss | 0.4446 | 0.9859 | 0.2525 | 1.6823 | 1.3852 | 2.0914 |
Largest Winning Trade | 33417 | 33417 | 28350 | 841598 | 841598 | 549788 |
Largest Losing Trade | -255471 | -37996 | -255471 | -422287 | -381622 | -422287 |
Avg Bars in Trades | 53 | 60 | 46 | 53 | 60 | 46 |
Avg Bars in Winners | 32 | 34 | 30 | 115 | 131 | 94 |
Avg Bars in Losers | 120 | 131 | 106 | 34 | 34 | 34 |
Bars Traded | 7041 | 3963 | 3078 | 7041 | 3963 | 3078 |
Profit Streak | 16.7729 | 16.7729 | 32.7729 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314242 | -121133 | -700230 | -613355 | -729018 | -755645 |
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{ "first_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.82844 } }, "second_band": { "type": "wma", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.82844 } }, "second_band": { "type": "wma", "factors": { "length": 217, "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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