Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287612.9884 | 1211476.9831 | 76136.0053 | 3599427.6575 | 5677309.2838 | -2077881.6262 |
Total P&L (%) | 1287.613 | 1211.477 | 76.136 | 3599.4277 | 5677.3093 | -2077.8816 |
Avg Daily Profit (%) | 0.7048 | 0.6631 | 0.0417 | 0.1978 | 0.2223 | 0 |
Buy And Hold Return (%) | 859.0395 | 859.0395 | 859.0395 | 859.0395 | 859.0395 | 859.0395 |
Max Trade Drawdown | -150207 | -142708 | -105419 | -5475012 | -2033328 | -4116696 |
Profit Factor | 2.4562 | 3.5926 | 1.1826 | 1.2273 | 1.7802 | 0.7572 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 128 | 60 | 68 | 128 | 60 | 68 |
Losing Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Profitability (%) | 54.4681 | 51.2821 | 57.6271 | 54.4681 | 51.2821 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.0532 | 3.4129 | 0.8696 | 1.026 | 1.6911 | 0.5568 |
Largest Winning Trade | 723131 | 723131 | 54920 | 4044041 | 4044041 | 703749 |
Largest Losing Trade | -68094 | -29268 | -68094 | -3657276 | -646336 | -3657276 |
Avg Bars in Trades | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Winners | 24 | 27 | 21 | 24 | 27 | 21 |
Avg Bars in Losers | 19 | 24 | 13 | 19 | 24 | 13 |
Bars Traded | 5207 | 3067 | 2140 | 5207 | 3067 | 2140 |
Profit Streak | 0 | 16.9737 | 0 | 0 | 16.9737 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307957 | -18111 | -323324 | 276921 | 454032 | -579752 |
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{ "first_band": { "type": "t3", "factors": { "length": 2, "offset": 97, "a": 0.78371 } }, "second_band": { "type": "swma", "factors": { "length": 244, "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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