Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2489871.4592 | 2375990.5642 | 113880.895 | 9425937.4844 | 4472140.4613 | 4953797.0232 |
Total P&L (%) | 2489.8715 | 2375.9906 | 113.8809 | 9425.9375 | 4472.1405 | 4953.797 |
Avg Daily Profit (%) | 1.1233 | 1.072 | 0.0514 | 0.2058 | 0.1726 | 0.1771 |
Buy And Hold Return (%) | 849.7717 | 849.7717 | 849.7717 | 849.7717 | 849.7717 | 849.7717 |
Max Trade Drawdown | -127380 | -81201 | -115225 | -4546547 | -4470085 | -2458070 |
Profit Factor | 4.0092 | 6.5829 | 1.2834 | 1.3317 | 1.2733 | 1.411 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Profitability (%) | 36.3636 | 36.1111 | 36.6197 | 36.3636 | 36.1111 | 36.6197 |
Ratio Avg Win / Avg Loss | 7.0161 | 11.6466 | 2.2213 | 2.3305 | 2.2528 | 2.4422 |
Largest Winning Trade | 2050196 | 2050196 | 45100 | 5509556 | 5509556 | 2516908 |
Largest Losing Trade | -30541 | -25229 | -30541 | -1587203 | -1587203 | -1513409 |
Avg Bars in Trades | 30 | 31 | 29 | 30 | 31 | 29 |
Avg Bars in Winners | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Losers | 15 | 17 | 14 | 15 | 17 | 14 |
Bars Traded | 4337 | 2270 | 2067 | 4337 | 2270 | 2067 |
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 | 447018 | -66221 | -380868 | 163855 | -77182 | -82948 |
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{ "first_band": { "type": "t3", "factors": { "length": 47, "offset": 0, "a": 0.74405 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.28198, "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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