Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112612.0555 | 21687.0132 | 90925.0423 | 75271.5133 | 1672.7324 | 73598.7809 |
Total P&L (%) | 112.6121 | 21.687 | 90.925 | 75.2715 | 1.6727 | 73.5988 |
Avg Daily Profit (%) | 0.2162 | 0.0416 | 0.1746 | 0.1078 | 0.0032 | 0.106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91520 | -66841 | -76842 | -129098 | -97187 | -87025 |
Profit Factor | 1.3284 | 1.1236 | 1.543 | 1.1875 | 1.0079 | 1.388 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 61.7391 | 55.1724 | 68.4211 | 61.7391 | 55.1724 | 68.4211 |
Ratio Avg Win / Avg Loss | 0.8232 | 0.9129 | 0.7121 | 0.7359 | 0.8189 | 0.6406 |
Largest Winning Trade | 19835 | 13415 | 19835 | 19204 | 16909 | 19204 |
Largest Losing Trade | -43207 | -24160 | -43207 | -45230 | -42594 | -45230 |
Avg Bars in Trades | 215 | 220 | 210 | 215 | 220 | 210 |
Avg Bars in Winners | 133 | 131 | 134 | 133 | 131 | 134 |
Avg Bars in Losers | 348 | 329 | 376 | 348 | 329 | 376 |
Bars Traded | 24786 | 12769 | 12017 | 24786 | 12769 | 12017 |
Profit Streak | 14.282 | 23.032 | 14.282 | 14.282 | 23.032 | 14.282 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327698 | -408189 | -170337 | -62279 | -746759 | -230215 |
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{ "first_band": { "type": "swma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 139, "offset": 0, "a": 0.37597 } } }
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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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