Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49106.4863 | 24504.2345 | 24602.2518 | 54033.0951 | 27673.4295 | 26359.6655 |
Total P&L (%) | 49.1065 | 24.5042 | 24.6023 | 54.0331 | 27.6734 | 26.3597 |
Avg Daily Profit (%) | 0.6353 | 0.317 | 0.3183 | 0.5604 | 0.3165 | 0.3031 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26042 | -15978 | -16138 | -24041 | -15968 | -19268 |
Profit Factor | 1.4285 | 1.4162 | 1.4414 | 1.4542 | 1.4646 | 1.4438 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 69.9115 | 67.8571 | 71.9298 | 69.9115 | 67.8571 | 71.9298 |
Ratio Avg Win / Avg Loss | 0.6148 | 0.6709 | 0.5625 | 0.6259 | 0.6938 | 0.5634 |
Largest Winning Trade | 6805 | 6805 | 5022 | 8443 | 8443 | 5180 |
Largest Losing Trade | -11337 | -9440 | -11337 | -13911 | -9631 | -13911 |
Avg Bars in Trades | 192 | 180 | 204 | 192 | 180 | 204 |
Avg Bars in Winners | 139 | 124 | 153 | 139 | 124 | 153 |
Avg Bars in Losers | 314 | 297 | 333 | 314 | 297 | 333 |
Bars Traded | 21741 | 10105 | 11636 | 21741 | 10105 | 11636 |
Profit Streak | 0 | 25.3211 | 0 | 0 | 25.3211 | 0 |
Trades During Streak | 0 | 8 | 0 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371270 | -174200 | -175097 | 366447 | -173340 | -174825 |
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{ "first_band": { "type": "wma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.71479 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 173, "offset": 0, "a": 0.71479 } } }
# | 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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