Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124650.1393 | 61674.4529 | 62975.6864 | 142125.3427 | 62818.0651 | 79307.2776 |
Total P&L (%) | 124.6501 | 61.6745 | 62.9757 | 142.1253 | 62.8181 | 79.3073 |
Avg Daily Profit (%) | 0.2393 | 0.1184 | 0.1209 | 0.1699 | 0.0936 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44525 | -33001 | -39102 | -50485 | -40645 | -54258 |
Profit Factor | 1.4907 | 1.4816 | 1.4999 | 1.3583 | 1.3123 | 1.4057 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 59.7701 | 61.3636 | 58.1395 | 59.7701 | 61.3636 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.0033 | 0.9329 | 1.0799 | 0.9143 | 0.8262 | 1.0121 |
Largest Winning Trade | 26517 | 26517 | 19400 | 25324 | 23279 | 25324 |
Largest Losing Trade | -21312 | -17465 | -21312 | -31729 | -21169 | -31729 |
Avg Bars in Trades | 282 | 278 | 287 | 282 | 278 | 287 |
Avg Bars in Winners | 232 | 227 | 238 | 232 | 227 | 238 |
Avg Bars in Losers | 357 | 359 | 354 | 357 | 359 | 354 |
Bars Traded | 24593 | 12250 | 12343 | 24593 | 12250 | 12343 |
Profit Streak | 4.2276 | 37.3734 | 0 | 4.2276 | 37.3734 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364625 | -33549 | -30213 | 254152 | -67546 | -41968 |
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{ "first_band": { "type": "swma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 234, "offset": 0, "a": 0.67616 } } }
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{ "first_band": { "type": "swma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 234, "offset": 0, "a": 0.67616 } } }
# | 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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