Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408882.1912 | 226562.5944 | 182319.5969 | 12323.6135 | 89793.2088 | -77469.5952 |
Total P&L (%) | 408.8822 | 226.5626 | 182.3196 | 12.3236 | 89.7932 | -77.4696 |
Avg Daily Profit (%) | 0.2471 | 0.1369 | 0.1102 | 0.007 | 0.0387 | -0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123447 | -99337 | -89715 | -850307 | -467505 | -568560 |
Profit Factor | 1.3951 | 1.3835 | 1.4106 | 1.0045 | 1.0617 | 0.9387 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 51.7007 | 47.9452 | 55.4054 | 51.7007 | 47.9452 | 55.4054 |
Ratio Avg Win / Avg Loss | 1.3033 | 1.5021 | 1.1353 | 0.9384 | 1.1527 | 0.7555 |
Largest Winning Trade | 150764 | 150764 | 39572 | 411912 | 411912 | 138520 |
Largest Losing Trade | -56425 | -56425 | -50328 | -350237 | -240768 | -350237 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 3245 | 1613 | 1632 | 3245 | 1613 | 1632 |
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 | 344719 | -81052 | -108364 | -493251 | -366295 | -643979 |
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{ "first_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.97133 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.04402, "nc": 0.54984 } } }
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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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