Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357908.2354 | 1248472.3079 | 109435.9274 | 9071445.9943 | 8177997.5032 | 893448.491 |
Total P&L (%) | 1357.9082 | 1248.4723 | 109.4359 | 9071.446 | 8177.9975 | 893.4485 |
Avg Daily Profit (%) | 0.7472 | 0.687 | 0.0602 | 0.249 | 0.2433 | 0.1264 |
Buy And Hold Return (%) | 600.6803 | 600.6803 | 600.6803 | 600.6803 | 600.6803 | 600.6803 |
Max Trade Drawdown | -115700 | -78874 | -78840 | -25076207 | -19219414 | -10759314 |
Profit Factor | 2.94 | 4.5822 | 1.3114 | 1.1253 | 1.2029 | 1.0279 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 110 | 57 | 53 | 110 | 57 | 53 |
Profitability (%) | 37.1429 | 34.4828 | 39.7727 | 37.1429 | 34.4828 | 39.7727 |
Ratio Avg Win / Avg Loss | 4.9753 | 8.7062 | 1.9858 | 1.9044 | 2.2855 | 1.5565 |
Largest Winning Trade | 672678 | 672678 | 67808 | 13587384 | 13587384 | 6358918 |
Largest Losing Trade | -43104 | -19799 | -43104 | -5172611 | -5172611 | -4827923 |
Avg Bars in Trades | 30 | 29 | 31 | 30 | 29 | 31 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 5368 | 2605 | 2763 | 5368 | 2605 | 2763 |
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 | 327384 | 260795 | -281325 | -77168 | 105518 | -231035 |
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{ "first_band": { "type": "t3", "factors": { "length": 63, "offset": 0, "a": 0.64561 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.40309, "nc": 0.1 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 63, "offset": 0, "a": 0.64561 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.40309, "nc": 0.1 } } }
# | 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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