Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330561.3481 | 249494.3167 | 81067.0314 | -12339.2614 | 115712.2431 | -128051.5045 |
Total P&L (%) | 330.5613 | 249.4943 | 81.067 | -12.3393 | 115.7122 | -128.0515 |
Avg Daily Profit (%) | 0.1723 | 0.13 | 0.0423 | -0.0069 | 0.0401 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148218 | -99845 | -99317 | -1518758 | -588309 | -1006745 |
Profit Factor | 1.4316 | 1.8373 | 1.1733 | 0.9976 | 1.0604 | 0.9591 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 54.1667 | 46.6667 | 61.6667 | 54.1667 | 46.6667 | 61.6667 |
Ratio Avg Win / Avg Loss | 1.2114 | 2.0997 | 0.7293 | 0.8441 | 1.2119 | 0.5962 |
Largest Winning Trade | 160934 | 160934 | 43908 | 280276 | 267405 | 280276 |
Largest Losing Trade | -59278 | -29160 | -59278 | -669168 | -237609 | -669168 |
Avg Bars in Trades | 188 | 122 | 254 | 188 | 122 | 254 |
Avg Bars in Winners | 190 | 112 | 249 | 190 | 112 | 249 |
Avg Bars in Losers | 185 | 130 | 263 | 185 | 130 | 263 |
Bars Traded | 22615 | 7320 | 15295 | 22615 | 7320 | 15295 |
Profit Streak | 0 | 62.1796 | 0 | 0 | 62.1796 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328713 | -185863 | -335743 | -579919 | -463366 | -748446 |
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{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.7818 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.7818 } } }
# | 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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