Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2525054.5779 | 2326446.8225 | 198607.7554 | 53985398.4691 | 23856923.967 | 30128474.5022 |
Total P&L (%) | 2525.0546 | 2326.4468 | 198.6078 | 53985.3985 | 23856.924 | 30128.4745 |
Avg Daily Profit (%) | 1.1374 | 1.0479 | 0.0895 | 0.2839 | 0.2471 | 0.2576 |
Buy And Hold Return (%) | 850.7472 | 850.7472 | 850.7472 | 850.7472 | 850.7472 | 850.7472 |
Max Trade Drawdown | -124554 | -44474 | -94016 | -95627051 | -40083912 | -73515036 |
Profit Factor | 7.0276 | 13.754 | 1.8398 | 1.2353 | 1.2214 | 1.2476 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 | 51.7241 |
Ratio Avg Win / Avg Loss | 6.5591 | 12.8371 | 1.7171 | 1.1529 | 1.14 | 1.1644 |
Largest Winning Trade | 1945973 | 1945973 | 48149 | 30898695 | 26584974 | 30898695 |
Largest Losing Trade | -43592 | -43592 | -32375 | -40083912 | -40083912 | -38713101 |
Avg Bars in Trades | 225 | 261 | 189 | 225 | 261 | 189 |
Avg Bars in Winners | 276 | 290 | 263 | 276 | 290 | 263 |
Avg Bars in Losers | 169 | 229 | 109 | 169 | 229 | 109 |
Bars Traded | 13063 | 7569 | 5494 | 13063 | 7569 | 5494 |
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 | -160428 | 674310 | -235640 | -170833 | 295648 | 304626 |
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.65464 } }, "second_band": { "type": "wma", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 123, "offset": 0, "a": 0.65464 } }, "second_band": { "type": "wma", "factors": { "length": 189, "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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