Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122928.6586 | 65100.1552 | 57828.5034 | 164691.6961 | 106028.3601 | 58663.336 |
Total P&L (%) | 122.9287 | 65.1002 | 57.8285 | 164.6917 | 106.0284 | 58.6633 |
Avg Daily Profit (%) | 0.472 | 0.25 | 0.2221 | 0.3745 | 0.278 | 0.1774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24216 | -27405 | -25650 | -60863 | -60517 | -56743 |
Profit Factor | 1.4534 | 1.4184 | 1.5005 | 1.3063 | 1.3532 | 1.247 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Losing Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Profitability (%) | 52.349 | 54.6667 | 50 | 52.349 | 54.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.3229 | 1.1762 | 1.5005 | 1.189 | 1.1221 | 1.247 |
Largest Winning Trade | 25724 | 25724 | 20914 | 53076 | 53076 | 28742 |
Largest Losing Trade | -10330 | -10330 | -7506 | -17515 | -17515 | -16331 |
Avg Bars in Trades | 165 | 175 | 155 | 165 | 175 | 155 |
Avg Bars in Winners | 186 | 186 | 186 | 186 | 186 | 186 |
Avg Bars in Losers | 142 | 161 | 125 | 142 | 161 | 125 |
Bars Traded | 24645 | 13132 | 11513 | 24645 | 13132 | 11513 |
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 | 369734 | -48942 | -56435 | 307355 | -48774 | -59421 |
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{ "first_band": { "type": "wma", "factors": { "length": 169, "offset": 132 } }, "second_band": { "type": "t3", "factors": { "length": 147, "offset": 0, "a": 0.10074 } } }
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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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