Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192943.4222 | 1003750.5993 | 189192.8229 | 38607407.241 | 36726915.7893 | 1880491.4517 |
Total P&L (%) | 1192.9434 | 1003.7506 | 189.1928 | 38607.4072 | 36726.9158 | 1880.4915 |
Avg Daily Profit (%) | 0.657 | 0.5528 | 0.1042 | 0.3287 | 0.326 | 0.1646 |
Buy And Hold Return (%) | 524.3008 | 524.3008 | 524.3008 | 524.3008 | 524.3008 | 524.3008 |
Max Trade Drawdown | -68868 | -61153 | -63702 | -44762749 | -37969651 | -32327297 |
Profit Factor | 2.5262 | 3.5565 | 1.4863 | 1.1818 | 1.3461 | 1.0177 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 111 | 59 | 52 | 111 | 59 | 52 |
Profitability (%) | 43.6548 | 39.7959 | 47.4747 | 43.6548 | 39.7959 | 47.4747 |
Ratio Avg Win / Avg Loss | 3.2605 | 5.3803 | 1.6444 | 1.5254 | 2.0364 | 1.126 |
Largest Winning Trade | 282756 | 282756 | 65216 | 33291513 | 33291513 | 16435883 |
Largest Losing Trade | -34341 | -20092 | -34341 | -14587457 | -7245680 | -14587457 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
Bars Traded | 5402 | 2544 | 2858 | 5402 | 2544 | 2858 |
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 | 379715 | 228501 | -218311 | -11410 | 237876 | -196897 |
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{ "first_band": { "type": "t3", "factors": { "length": 13, "offset": 0, "a": 0.28871 } }, "second_band": { "type": "wma", "factors": { "length": 18, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 13, "offset": 0, "a": 0.28871 } }, "second_band": { "type": "wma", "factors": { "length": 18, "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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