Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367309.8032 | 240965.1329 | 126344.6703 | 209248.0393 | 224886.9383 | -15638.8991 |
Total P&L (%) | 367.3098 | 240.9651 | 126.3447 | 209.248 | 224.8869 | -15.6389 |
Avg Daily Profit (%) | 0.2184 | 0.1433 | 0.0751 | 0.0671 | 0.0701 | -0.0101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204361 | -204150 | -89164 | -439559 | -370346 | -316192 |
Profit Factor | 1.2589 | 1.3344 | 1.1809 | 1.0801 | 1.1667 | 0.9876 |
Total Trades | 513 | 257 | 256 | 513 | 257 | 256 |
Winning Trades | 218 | 104 | 114 | 218 | 104 | 114 |
Losing Trades | 295 | 153 | 142 | 295 | 153 | 142 |
Profitability (%) | 42.4951 | 40.4669 | 44.5313 | 42.4951 | 40.4669 | 44.5313 |
Ratio Avg Win / Avg Loss | 1.7035 | 1.9632 | 1.4709 | 1.4616 | 1.7163 | 1.2302 |
Largest Winning Trade | 91247 | 91247 | 39788 | 175592 | 175592 | 132541 |
Largest Losing Trade | -32055 | -21688 | -32055 | -162071 | -103674 | -162071 |
Avg Bars in Trades | 38 | 40 | 37 | 38 | 40 | 37 |
Avg Bars in Winners | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Losers | 30 | 31 | 28 | 30 | 31 | 28 |
Bars Traded | 19987 | 10317 | 9670 | 19987 | 10317 | 9670 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305419 | -3295 | -115547 | -235910 | -138374 | -580454 |
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{ "first_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.73737 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 48, "offset": 0, "a": 0.73737 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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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