Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2967973.916 | 2827238.9239 | 140734.992 | 2052933.3838 | 141640.8282 | 1911292.5556 |
Total P&L (%) | 2967.9739 | 2827.2389 | 140.735 | 2052.9334 | 141.6408 | 1911.2926 |
Avg Daily Profit (%) | 1.2818 | 1.221 | 0.0608 | 0.1326 | 0.0381 | 0.1297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167811 | -169279 | -80508 | -9708462 | -11559819 | -4503062 |
Profit Factor | 4.7281 | 6.8182 | 1.4537 | 1.0575 | 1.006 | 1.1589 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 42.8571 | 38.4615 | 47.3684 | 42.8571 | 38.4615 | 47.3684 |
Ratio Avg Win / Avg Loss | 6.3042 | 10.9092 | 1.6152 | 1.41 | 1.6096 | 1.2877 |
Largest Winning Trade | 2584591 | 2584591 | 61074 | 10175809 | 10175809 | 4201667 |
Largest Losing Trade | -57232 | -57232 | -41942 | -5375190 | -5375190 | -3408658 |
Avg Bars in Trades | 116 | 121 | 110 | 116 | 121 | 110 |
Avg Bars in Winners | 171 | 178 | 165 | 171 | 178 | 165 |
Avg Bars in Losers | 75 | 86 | 61 | 75 | 86 | 61 |
Bars Traded | 8956 | 4756 | 4200 | 8956 | 4756 | 4200 |
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 | -27875 | 633352 | -110642 | -221874 | -359296 | -66186 |
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{ "first_band": { "type": "t3", "factors": { "length": 90, "offset": 0, "a": 0.73271 } }, "second_band": { "type": "sma", "factors": { "length": 32, "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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