Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123656.6877 | 1168472.6568 | -44815.9691 | 7137.4424 | 3415955.0099 | -3408817.5675 |
Total P&L (%) | 1123.6567 | 1168.4727 | -44.816 | 7.1374 | 3415.955 | -3408.8176 |
Avg Daily Profit (%) | 0.5394 | 0.5609 | -0.0215 | 0.0033 | 0.171 | 0 |
Buy And Hold Return (%) | 86.8235 | 86.8235 | 86.8235 | 86.8235 | 86.8235 | 86.8235 |
Max Trade Drawdown | -301203 | -200911 | -137442 | -14086839 | -9822651 | -6002058 |
Profit Factor | 2.1713 | 3.4968 | 0.9088 | 1.0003 | 1.2547 | 0.6434 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 41.8182 | 36.3636 | 47.2727 | 41.8182 | 36.3636 | 47.2727 |
Ratio Avg Win / Avg Loss | 3.0209 | 6.1194 | 1.0137 | 1.3917 | 2.1957 | 0.7177 |
Largest Winning Trade | 810413 | 810413 | 61388 | 10827911 | 10827911 | 1224606 |
Largest Losing Trade | -51832 | -51832 | -46198 | -5084021 | -5084021 | -2796671 |
Avg Bars in Trades | 222 | 227 | 216 | 222 | 227 | 216 |
Avg Bars in Winners | 334 | 376 | 301 | 334 | 376 | 301 |
Avg Bars in Losers | 141 | 142 | 139 | 141 | 142 | 139 |
Bars Traded | 24431 | 12527 | 11904 | 24431 | 12527 | 11904 |
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 | 438464 | -167825 | -760227 | -577246 | -176928 | -761893 |
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{ "first_band": { "type": "t3", "factors": { "length": 23, "offset": 225, "a": 0.2011 } }, "second_band": { "type": "vwma", "factors": { "length": 183, "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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