Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 693338.3266 | 407966.6009 | 285371.7257 | 3439721.1539 | -462050.4215 | 3901771.5754 |
Total P&L (%) | 693.3383 | 407.9666 | 285.3717 | 3439.7212 | -462.0504 | 3901.7716 |
Avg Daily Profit (%) | 0.3842 | 0.2261 | 0.1581 | 0.1978 | 0 | 0.2047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89519 | -96123 | -34170 | -3016845 | -3525805 | -843697 |
Profit Factor | 2.0241 | 2.0242 | 2.024 | 1.2128 | 0.9524 | 1.6046 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 64 | 25 | 39 | 64 | 25 | 39 |
Losing Trades | 109 | 62 | 47 | 109 | 62 | 47 |
Profitability (%) | 36.9942 | 28.7356 | 45.3488 | 36.9942 | 28.7356 | 45.3488 |
Ratio Avg Win / Avg Loss | 3.4474 | 5.02 | 2.4392 | 2.0655 | 2.362 | 1.9338 |
Largest Winning Trade | 252298 | 252298 | 64120 | 2436570 | 2436570 | 1558244 |
Largest Losing Trade | -24263 | -24263 | -15213 | -842429 | -842429 | -690977 |
Avg Bars in Trades | 124 | 130 | 118 | 124 | 130 | 118 |
Avg Bars in Winners | 198 | 231 | 178 | 198 | 231 | 178 |
Avg Bars in Losers | 80 | 89 | 68 | 80 | 89 | 68 |
Bars Traded | 21471 | 11322 | 10149 | 21471 | 11322 | 10149 |
Profit Streak | 22.3525 | 24.0192 | 0 | 22.3525 | 24.0192 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354804 | -1436 | 323173 | 182805 | -591127 | 323348 |
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{ "first_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.79637 } }, "second_band": { "type": "vwma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 134, "offset": 0, "a": 0.79637 } }, "second_band": { "type": "vwma", "factors": { "length": 30, "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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