Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3808081.2687 | 3693675.8398 | 114405.429 | 10084970.3046 | 14671112.8777 | -4586142.5731 |
Total P&L (%) | 3808.0813 | 3693.6758 | 114.4054 | 10084.9703 | 14671.1129 | -4586.1426 |
Avg Daily Profit (%) | 1.71 | 1.6586 | 0.0514 | 0.2078 | 0.2246 | 0 |
Buy And Hold Return (%) | 278.2006 | 278.2006 | 278.2006 | 278.2006 | 278.2006 | 278.2006 |
Max Trade Drawdown | -120747 | -78797 | -66167 | -30045885 | -19993936 | -15697537 |
Profit Factor | 8.732 | 17.8607 | 1.4184 | 1.0888 | 1.2828 | 0.9257 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 31.25 | 30 | 32.5 | 31.25 | 30 | 32.5 |
Ratio Avg Win / Avg Loss | 19.2104 | 41.675 | 2.9459 | 2.3953 | 2.9932 | 1.9227 |
Largest Winning Trade | 3540405 | 3540405 | 55020 | 19497209 | 19497209 | 11085672 |
Largest Losing Trade | -33765 | -22760 | -33765 | -6769341 | -5738676 | -6769341 |
Avg Bars in Trades | 108 | 101 | 116 | 108 | 101 | 116 |
Avg Bars in Winners | 262 | 240 | 282 | 262 | 240 | 282 |
Avg Bars in Losers | 39 | 41 | 36 | 39 | 41 | 36 |
Bars Traded | 8706 | 4052 | 4654 | 8706 | 4052 | 4654 |
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 | -8585 | 528837 | -294947 | -144749 | 57161 | -584777 |
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{ "first_band": { "type": "t3", "factors": { "length": 79, "offset": 0, "a": 0.06125 } }, "second_band": { "type": "vwma", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 79, "offset": 0, "a": 0.06125 } }, "second_band": { "type": "vwma", "factors": { "length": 12, "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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