Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1408156.7843 | 1207446.7013 | 200710.083 | 4743288.3459 | -5206628.5533 | 9949916.8992 |
Total P&L (%) | 1408.1568 | 1207.4467 | 200.7101 | 4743.2883 | -5206.6286 | 9949.9169 |
Avg Daily Profit (%) | 0.5928 | 0.5083 | 0.0845 | 0.1635 | 0 | 0.1943 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -204931 | -97517 | -130573 | -97763850 | -50597093 | -47983889 |
Profit Factor | 2.7148 | 3.8275 | 1.5092 | 1.0269 | 0.9446 | 1.1205 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 51.9231 | 50 | 53.8462 | 51.9231 | 50 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.5137 | 3.8275 | 1.2936 | 0.9508 | 0.9446 | 0.9604 |
Largest Winning Trade | 659505 | 659505 | 67386 | 28905893 | 26129405 | 28905893 |
Largest Losing Trade | -52440 | -41438 | -52440 | -30696302 | -30696302 | -28506976 |
Avg Bars in Trades | 88 | 97 | 80 | 88 | 97 | 80 |
Avg Bars in Winners | 113 | 120 | 106 | 113 | 120 | 106 |
Avg Bars in Losers | 62 | 73 | 49 | 62 | 73 | 49 |
Bars Traded | 9226 | 5045 | 4181 | 9226 | 5045 | 4181 |
Profit Streak | 17.4719 | 0 | 35.2219 | 17.4719 | 0 | 35.2219 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 636058 | -162447 | -257802 | -183821 | -760833 | -260693 |
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{ "first_band": { "type": "t3", "factors": { "length": 133, "offset": 0, "a": 0.66828 } }, "second_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 133, "offset": 0, "a": 0.66828 } }, "second_band": { "type": "pwma", "factors": { "length": 113, "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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