Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199535.0893 | 1027723.2071 | 171811.8822 | 20492740.3913 | 14424594.8574 | 6068145.5339 |
Total P&L (%) | 1199.5351 | 1027.7232 | 171.8119 | 20492.7404 | 14424.5949 | 6068.1455 |
Avg Daily Profit (%) | 0.6618 | 0.567 | 0.0948 | 0.2944 | 0.275 | 0.2277 |
Buy And Hold Return (%) | 542.2089 | 542.2089 | 542.2089 | 542.2089 | 542.2089 | 542.2089 |
Max Trade Drawdown | -108436 | -90191 | -68408 | -9494916 | -10778760 | -4731031 |
Profit Factor | 2.6071 | 3.5164 | 1.5083 | 1.3551 | 1.4639 | 1.228 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 45.4545 | 43.1818 | 47.7273 | 45.4545 | 43.1818 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.1285 | 4.6269 | 1.652 | 1.6261 | 1.9262 | 1.3449 |
Largest Winning Trade | 324836 | 324836 | 60327 | 6509454 | 6509454 | 6112329 |
Largest Losing Trade | -63787 | -28292 | -63787 | -4042668 | -4042668 | -2882612 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 30 | 30 | 29 | 30 | 30 | 29 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 3578 | 1820 | 1757 | 3578 | 1820 | 1757 |
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 | 392943 | 273710 | -230650 | 353083 | 294593 | 251753 |
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{ "first_band": { "type": "t3", "factors": { "length": 22, "offset": 0, "a": 0.74455 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.28889, "nc": 0.1 } } }
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# | 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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