Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 177682.2207 | 66783.2341 | 110898.9866 | 321048.6562 | 89650.5748 | 231398.0814 |
Total P&L (%) | 177.6822 | 66.7832 | 110.899 | 321.0487 | 89.6506 | 231.3981 |
Avg Daily Profit (%) | 0.2684 | 0.1009 | 0.1675 | 0.2174 | 0.0967 | 0.1811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31408 | -39855 | -34224 | -88449 | -114795 | -55921 |
Profit Factor | 1.8664 | 1.6714 | 2.05 | 1.8327 | 1.4258 | 2.3222 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 50 | 47.5 | 52.5 | 50 | 47.5 | 52.5 |
Ratio Avg Win / Avg Loss | 1.8664 | 1.8473 | 1.8548 | 1.8327 | 1.5759 | 2.101 |
Largest Winning Trade | 29410 | 23236 | 29410 | 78221 | 52838 | 78221 |
Largest Losing Trade | -15352 | -9188 | -15352 | -28914 | -28914 | -27733 |
Avg Bars in Trades | 195 | 198 | 193 | 195 | 198 | 193 |
Avg Bars in Winners | 270 | 256 | 284 | 270 | 256 | 284 |
Avg Bars in Losers | 121 | 147 | 92 | 121 | 147 | 92 |
Bars Traded | 15676 | 7951 | 7725 | 15676 | 7951 | 7725 |
Profit Streak | 403.0774 | 403.3691 | 403.0774 | 403.0774 | 403.3691 | 403.0774 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -11187 | -55841 | 434071 | -11688 | -62369 | 457173 |
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{ "first_band": { "type": "t3", "factors": { "length": 146, "offset": 0, "a": 0.66267 } }, "second_band": { "type": "wma", "factors": { "length": 111, "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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