Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 112751.6846 | 62026.6376 | 50725.047 | 130147.1608 | 70230.4688 | 59916.692 |
Total P&L (%) | 112.7517 | 62.0266 | 50.725 | 130.1472 | 70.2305 | 59.9167 |
Avg Daily Profit (%) | 0.433 | 0.2382 | 0.1948 | 0.3206 | 0.2045 | 0.1804 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36409 | -55547 | -30289 | -75965 | -80032 | -67985 |
Profit Factor | 1.3892 | 1.3814 | 1.3993 | 1.2312 | 1.2223 | 1.2425 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Losing Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Profitability (%) | 49 | 48 | 50 | 49 | 48 | 50 |
Ratio Avg Win / Avg Loss | 1.4459 | 1.4965 | 1.3993 | 1.2814 | 1.3242 | 1.2425 |
Largest Winning Trade | 41364 | 41364 | 14565 | 58625 | 58625 | 22586 |
Largest Losing Trade | -16173 | -16173 | -11335 | -24888 | -21471 | -24888 |
Avg Bars in Trades | 123 | 131 | 115 | 123 | 131 | 115 |
Avg Bars in Winners | 143 | 142 | 144 | 143 | 142 | 144 |
Avg Bars in Losers | 104 | 122 | 86 | 104 | 122 | 86 |
Bars Traded | 24714 | 13179 | 11535 | 24714 | 13179 | 11535 |
Profit Streak | 0 | 1.4079 | 0 | 0 | 1.4079 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342139 | 106006 | 190756 | 272800 | 79793 | 173919 |
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{ "first_band": { "type": "t3", "factors": { "length": 246, "offset": 0, "a": 0.734 } }, "second_band": { "type": "pwma", "factors": { "length": 173, "offset": 0 } } }
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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) |
---|