Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202218.8229 | 1246145.0868 | -43926.264 | -318831.3645 | 4633177.2326 | -4952008.5971 |
Total P&L (%) | 1202.2188 | 1246.1451 | -43.9263 | -318.8314 | 4633.1772 | -4952.0086 |
Avg Daily Profit (%) | 0.6583 | 0.6823 | -0.0241 | 0 | 0.2114 | 0 |
Buy And Hold Return (%) | 828.3649 | 828.3649 | 828.3649 | 828.3649 | 828.3649 | 828.3649 |
Max Trade Drawdown | -217355 | -67060 | -185715 | -5371966 | -892029 | -6022742 |
Profit Factor | 2.7951 | 5.522 | 0.8886 | 0.9681 | 2.9067 | 0.3463 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 14 | 15 | 33 | 15 | 18 |
Losing Trades | 30 | 15 | 15 | 26 | 14 | 12 |
Profitability (%) | 49.1525 | 48.2759 | 50 | 55.9322 | 51.7241 | 60 |
Ratio Avg Win / Avg Loss | 2.8915 | 5.9164 | 0.8886 | 0.7628 | 2.7129 | 0.2308 |
Largest Winning Trade | 947114 | 947114 | 55814 | 3212696 | 3212696 | 933548 |
Largest Losing Trade | -123713 | -54678 | -123713 | -2804589 | -892029 | -2804589 |
Avg Bars in Trades | 88 | 90 | 86 | 88 | 90 | 86 |
Avg Bars in Winners | 91 | 95 | 87 | 90 | 95 | 87 |
Avg Bars in Losers | 85 | 85 | 85 | 85 | 85 | 85 |
Bars Traded | 5221 | 2624 | 2597 | 5221 | 2624 | 2597 |
Profit Streak | 0 | 108.42 | 0 | 51.0866 | 0 | 79.7533 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187908 | 359313 | -580825 | -758944 | 464968 | -578971 |
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{ "first_band": { "type": "t3", "factors": { "length": 156, "offset": 0, "a": 0.63814 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.0373, "nb": 0.01853, "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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