Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -817996.6085 | 111621.5065 | -929618.115 | -1282497.4854 | -5506560.0229 | 4224062.5375 |
Total P&L (%) | -817.9966 | 111.6215 | -929.6181 | -1282.4975 | -5506.56 | 4224.0625 |
Avg Daily Profit (%) | -0.4505 | 0.0615 | -0.512 | 0 | 0 | 0.2077 |
Buy And Hold Return (%) | 574.1208 | 574.1208 | 574.1208 | 574.1208 | 574.1208 | 574.1208 |
Max Trade Drawdown | -950541 | -132575 | -975696 | -13062730 | -9333316 | -4052572 |
Profit Factor | 0.4594 | 1.4142 | 0.2525 | 0.948 | 0.5738 | 1.3601 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 36 | 19 | 17 | 31 | 16 | 15 |
Losing Trades | 27 | 13 | 14 | 32 | 16 | 16 |
Profitability (%) | 57.1429 | 59.375 | 54.8387 | 49.2063 | 50 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.3445 | 0.9676 | 0.2079 | 0.9786 | 0.5738 | 1.4508 |
Largest Winning Trade | 59656 | 59656 | 52433 | 9920056 | 1578733 | 9920056 |
Largest Losing Trade | -520636 | -77709 | -520636 | -8705895 | -8705895 | -3333950 |
Avg Bars in Trades | 166 | 179 | 153 | 166 | 179 | 153 |
Avg Bars in Winners | 95 | 110 | 78 | 161 | 173 | 148 |
Avg Bars in Losers | 261 | 280 | 244 | 171 | 184 | 158 |
Bars Traded | 10493 | 5735 | 4758 | 10493 | 5735 | 4758 |
Profit Streak | 34.7667 | 166.6 | 0 | 0 | 0 | 157.2667 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -730309 | -274970 | -580190 | -732086 | -580810 | 318668 |
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{ "first_band": { "type": "t3", "factors": { "length": 64, "offset": 0, "a": 0.4318 } }, "second_band": { "type": "swma", "factors": { "length": 184, "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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