Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033178.8384 | 1087702.7863 | -54523.9479 | 202666.4546 | 820018.4753 | -617352.0207 |
Total P&L (%) | 1033.1788 | 1087.7028 | -54.5239 | 202.6665 | 820.0185 | -617.352 |
Avg Daily Profit (%) | 0.5697 | 0.5997 | -0.0301 | 0.0611 | 0.1224 | 0 |
Buy And Hold Return (%) | 527.3054 | 527.3054 | 527.3054 | 527.3054 | 527.3054 | 527.3054 |
Max Trade Drawdown | -180892 | -86996 | -135608 | -617234 | -373074 | -676750 |
Profit Factor | 2.7227 | 4.8108 | 0.8265 | 1.1029 | 1.9603 | 0.4468 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 37.7049 | 40 | 35.4839 | 37.7049 | 40 | 35.4839 |
Ratio Avg Win / Avg Loss | 4.4983 | 7.2162 | 1.5028 | 1.8222 | 2.9404 | 0.8124 |
Largest Winning Trade | 665469 | 665469 | 76949 | 634796 | 634796 | 113031 |
Largest Losing Trade | -51827 | -31572 | -51827 | -177257 | -131819 | -177257 |
Avg Bars in Trades | 168 | 152 | 184 | 168 | 152 | 184 |
Avg Bars in Winners | 305 | 277 | 336 | 305 | 277 | 336 |
Avg Bars in Losers | 86 | 69 | 101 | 86 | 69 | 101 |
Bars Traded | 10302 | 4582 | 5720 | 10302 | 4582 | 5720 |
Profit Streak | 0 | 157.8978 | 0 | 0 | 157.8978 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161826 | 334090 | -583685 | -554447 | -38632 | -586463 |
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{ "first_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.61039 } }, "second_band": { "type": "swma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.61039 } }, "second_band": { "type": "swma", "factors": { "length": 38, "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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