Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124800.1529 | 71156.1011 | 53644.0517 | 158750.8677 | 96326.5424 | 62424.3253 |
Total P&L (%) | 124.8002 | 71.1561 | 53.6441 | 158.7509 | 96.3265 | 62.4243 |
Avg Daily Profit (%) | 0.4792 | 0.2732 | 0.206 | 0.3657 | 0.2594 | 0.1864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48218 | -46387 | -39452 | -140899 | -70412 | -109862 |
Profit Factor | 1.5733 | 1.588 | 1.555 | 1.3316 | 1.3736 | 1.2825 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 46.3158 | 43.75 | 48.9362 | 46.3158 | 43.75 | 48.9362 |
Ratio Avg Win / Avg Loss | 1.8236 | 2.0417 | 1.6227 | 1.5434 | 1.7661 | 1.3382 |
Largest Winning Trade | 42253 | 42253 | 16013 | 78557 | 78557 | 40745 |
Largest Losing Trade | -12784 | -12784 | -10257 | -28226 | -20632 | -28226 |
Avg Bars in Trades | 259 | 282 | 235 | 259 | 282 | 235 |
Avg Bars in Winners | 306 | 327 | 286 | 306 | 327 | 286 |
Avg Bars in Losers | 218 | 247 | 185 | 218 | 247 | 185 |
Bars Traded | 24608 | 13557 | 11051 | 24608 | 13557 | 11051 |
Profit Streak | 2.6987 | 13.2091 | 0 | 2.6987 | 13.2091 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319219 | 325086 | 273864 | 231107 | 273676 | 188953 |
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{ "first_band": { "type": "t3", "factors": { "length": 187, "offset": 0, "a": 0.64533 } }, "second_band": { "type": "swma", "factors": { "length": 210, "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) |
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