Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331008.1549 | 280024.5598 | 50983.5951 | 287950.5621 | 461503.2273 | -173552.6652 |
Total P&L (%) | 331.0082 | 280.0246 | 50.9836 | 287.9506 | 461.5032 | -173.5527 |
Avg Daily Profit (%) | 0.3178 | 0.2688 | 0.0489 | 0.1302 | 0.1658 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94203 | -54543 | -45887 | -290875 | -167534 | -287850 |
Profit Factor | 1.9557 | 2.7528 | 1.2732 | 1.2563 | 1.9814 | 0.7343 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 40.3226 | 38.7097 | 41.9355 | 40.3226 | 38.7097 | 41.9355 |
Ratio Avg Win / Avg Loss | 2.8944 | 4.3586 | 1.7629 | 1.8594 | 3.1371 | 1.0167 |
Largest Winning Trade | 217683 | 217683 | 48475 | 431984 | 431984 | 164601 |
Largest Losing Trade | -24424 | -13849 | -24424 | -129713 | -73048 | -129713 |
Avg Bars in Trades | 393 | 323 | 462 | 393 | 323 | 462 |
Avg Bars in Winners | 747 | 630 | 855 | 747 | 630 | 855 |
Avg Bars in Losers | 153 | 129 | 178 | 153 | 129 | 178 |
Bars Traded | 24366 | 10024 | 14342 | 24366 | 10024 | 14342 |
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 | -150198 | 325141 | -130957 | -180767 | 239841 | -582287 |
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{ "first_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.03815 } }, "second_band": { "type": "wma", "factors": { "length": 91, "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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