Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1915030.0453 | 1726130.8513 | 188899.194 | 40608020.9575 | 6164828.0192 | 34443192.9383 |
Total P&L (%) | 1915.03 | 1726.1309 | 188.8992 | 40608.021 | 6164.828 | 34443.1929 |
Avg Daily Profit (%) | 1.0255 | 0.9243 | 0.1012 | 0.3223 | 0.2218 | 0.3135 |
Buy And Hold Return (%) | 506.9866 | 506.9866 | 506.9866 | 506.9866 | 506.9866 | 506.9866 |
Max Trade Drawdown | -72176 | -54861 | -42736 | -30122710 | -20743848 | -15556209 |
Profit Factor | 6.1686 | 8.9763 | 2.2258 | 1.4715 | 1.1125 | 2.0995 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 23 | 8 | 15 | 23 | 8 | 15 |
Losing Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Profitability (%) | 32.3944 | 22.2222 | 42.8571 | 32.3944 | 22.2222 | 42.8571 |
Ratio Avg Win / Avg Loss | 12.8737 | 31.417 | 2.9677 | 3.071 | 3.8937 | 2.7994 |
Largest Winning Trade | 1046688 | 1046688 | 59686 | 26119758 | 26119758 | 21668909 |
Largest Losing Trade | -26315 | -19044 | -26315 | -7911287 | -7911287 | -5828242 |
Avg Bars in Trades | 50 | 43 | 56 | 50 | 43 | 56 |
Avg Bars in Winners | 108 | 122 | 101 | 108 | 122 | 101 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 3552 | 1576 | 1976 | 3552 | 1576 | 1976 |
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 | -78654 | -23009 | -222267 | -86798 | -129506 | 367646 |
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{ "first_band": { "type": "t3", "factors": { "length": 72, "offset": 0, "a": 0.67617 } }, "second_band": { "type": "fwma", "factors": { "length": 9, "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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