Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755612.2341 | 867996.0798 | -112383.8456 | -215535.6561 | -3797408.349 | 3581872.6929 |
Total P&L (%) | 755.6122 | 867.9961 | -112.3838 | -215.5357 | -3797.4083 | 3581.8727 |
Avg Daily Profit (%) | 0.4169 | 0.479 | -0.062 | 0 | 0 | 0.1992 |
Buy And Hold Return (%) | 510.1165 | 510.1165 | 510.1165 | 510.1165 | 510.1165 | 510.1165 |
Max Trade Drawdown | -201499 | -88550 | -202274 | -4073682 | -4299778 | -794084 |
Profit Factor | 2.0488 | 4.3821 | 0.7577 | 0.9642 | 0.214 | 4.0261 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 17 | 19 | 23 | 15 | 8 |
Losing Trades | 25 | 14 | 11 | 38 | 16 | 22 |
Profitability (%) | 59.0164 | 54.8387 | 63.3333 | 37.7049 | 48.3871 | 26.6667 |
Ratio Avg Win / Avg Loss | 1.4228 | 3.6088 | 0.4387 | 1.593 | 0.2283 | 11.0717 |
Largest Winning Trade | 334882 | 334882 | 73707 | 3866345 | 256148 | 3866345 |
Largest Losing Trade | -182966 | -32971 | -182966 | -1724424 | -1724424 | -200367 |
Avg Bars in Trades | 114 | 124 | 104 | 114 | 124 | 104 |
Avg Bars in Winners | 110 | 117 | 103 | 123 | 122 | 124 |
Avg Bars in Losers | 121 | 132 | 106 | 109 | 125 | 97 |
Bars Traded | 6994 | 3856 | 3138 | 6994 | 3856 | 3138 |
Profit Streak | 0 | 0 | 0 | 186.0528 | 306.0528 | 186.0528 |
Trades During Streak | 0 | 0 | 0 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168209 | 341015 | -579097 | -747701 | -580098 | -6818 |
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{ "first_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.7967 } }, "second_band": { "type": "wma", "factors": { "length": 66, "offset": 51 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.7967 } }, "second_band": { "type": "wma", "factors": { "length": 66, "offset": 51 } } }
# | 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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