Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 141183.6718 | 45245.755 | 95937.9168 | 104965.7503 | 52678.3213 | 52287.429 |
Total P&L (%) | 141.1837 | 45.2458 | 95.9379 | 104.9658 | 52.6783 | 52.2874 |
Avg Daily Profit (%) | 0.2711 | 0.0869 | 0.1842 | 0.1379 | 0.0813 | 0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94216 | -86959 | -72072 | -219805 | -132340 | -191676 |
Profit Factor | 1.3207 | 1.204 | 1.4391 | 1.1182 | 1.1265 | 1.1109 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 110 | 53 | 57 | 110 | 53 | 57 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 61.7978 | 59.5506 | 64.0449 | 61.7978 | 59.5506 | 64.0449 |
Ratio Avg Win / Avg Loss | 0.8164 | 0.8178 | 0.8079 | 0.6913 | 0.7652 | 0.6237 |
Largest Winning Trade | 35099 | 35099 | 25359 | 60729 | 60729 | 43213 |
Largest Losing Trade | -34538 | -24138 | -34538 | -107164 | -46764 | -107164 |
Avg Bars in Trades | 138 | 123 | 153 | 138 | 123 | 153 |
Avg Bars in Winners | 126 | 100 | 150 | 126 | 100 | 150 |
Avg Bars in Losers | 157 | 157 | 157 | 157 | 157 | 157 |
Bars Traded | 24642 | 11014 | 13628 | 24642 | 11014 | 13628 |
Profit Streak | 0 | 10.9403 | 0 | 0 | 10.9403 | 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 | 311932 | -79906 | 286789 | -99223 | -167660 | -185251 |
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{ "first_band": { "type": "vwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.78065 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.78065 } } }
# | 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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