Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015891.1064 | 1060890.4734 | -44999.367 | 246721.8756 | 609795.0117 | -363073.1361 |
Total P&L (%) | 1015.8911 | 1060.8905 | -44.9994 | 246.7219 | 609.795 | -363.0731 |
Avg Daily Profit (%) | 0.5577 | 0.5824 | -0.0247 | 0.0683 | 0.1077 | 0 |
Buy And Hold Return (%) | 620.4387 | 620.4387 | 620.4387 | 620.4387 | 620.4387 | 620.4387 |
Max Trade Drawdown | -174642 | -92931 | -161885 | -882586 | -643597 | -420694 |
Profit Factor | 2.6346 | 4.4261 | 0.8557 | 1.1234 | 1.6045 | 0.6333 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 46.7742 | 51.6129 | 41.9355 | 46.7742 | 51.6129 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.998 | 4.1495 | 1.1848 | 1.2784 | 1.5043 | 0.8769 |
Largest Winning Trade | 488453 | 488453 | 73305 | 745786 | 745786 | 141418 |
Largest Losing Trade | -60883 | -60883 | -60624 | -295890 | -295890 | -270924 |
Avg Bars in Trades | 173 | 169 | 176 | 173 | 169 | 176 |
Avg Bars in Winners | 253 | 244 | 265 | 253 | 244 | 265 |
Avg Bars in Losers | 102 | 90 | 112 | 102 | 90 | 112 |
Bars Traded | 10729 | 5264 | 5465 | 10729 | 5264 | 5465 |
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 | -152940 | 360961 | -582287 | -512051 | -211426 | -583954 |
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{ "first_band": { "type": "t3", "factors": { "length": 151, "offset": 0, "a": 0.6274 } }, "second_band": { "type": "swma", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 151, "offset": 0, "a": 0.6274 } }, "second_band": { "type": "swma", "factors": { "length": 76, "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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