Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176668.1803 | 1144029.5037 | 32638.6766 | 810321.4398 | 2813768.556 | -2003447.1162 |
Total P&L (%) | 1176.6682 | 1144.0295 | 32.6387 | 810.3214 | 2813.7686 | -2003.4471 |
Avg Daily Profit (%) | 0.6482 | 0.6302 | 0.018 | 0.1217 | 0.1859 | 0 |
Buy And Hold Return (%) | 658.4773 | 658.4773 | 658.4773 | 658.4773 | 658.4773 | 658.4773 |
Max Trade Drawdown | -131480 | -76549 | -128412 | -4592226 | -2166778 | -2723480 |
Profit Factor | 2.8166 | 5.629 | 1.0815 | 1.0919 | 1.7059 | 0.5852 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 56.5789 | 55.2632 | 57.8947 | 56.5789 | 55.2632 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.1616 | 4.5568 | 0.7865 | 0.838 | 1.3809 | 0.4256 |
Largest Winning Trade | 518814 | 518814 | 65016 | 4099110 | 4099110 | 485263 |
Largest Losing Trade | -73712 | -29319 | -73712 | -2392700 | -1451877 | -2392700 |
Avg Bars in Trades | 92 | 96 | 88 | 92 | 96 | 88 |
Avg Bars in Winners | 84 | 75 | 92 | 84 | 75 | 92 |
Avg Bars in Losers | 103 | 122 | 82 | 103 | 122 | 82 |
Bars Traded | 7019 | 3663 | 3356 | 7019 | 3663 | 3356 |
Profit Streak | 42.333 | 81.833 | 42.333 | 42.333 | 81.833 | 42.333 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42288 | 482162 | -465592 | -296413 | 364372 | -579190 |
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{ "first_band": { "type": "t3", "factors": { "length": 185, "offset": 0, "a": 0.81662 } }, "second_band": { "type": "pwma", "factors": { "length": 168, "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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