Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175616.7287 | 87885.955 | 87730.7737 | 324861.4143 | 203177.366 | 121684.0483 |
Total P&L (%) | 175.6167 | 87.886 | 87.7308 | 324.8614 | 203.1774 | 121.684 |
Avg Daily Profit (%) | 0.6744 | 0.3375 | 0.3369 | 0.557 | 0.4268 | 0.3062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56229 | -54390 | -21174 | -61081 | -58831 | -48960 |
Profit Factor | 1.6505 | 1.6212 | 1.6827 | 1.6566 | 1.819 | 1.4932 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 44.4444 | 45.679 | 43.2099 | 44.4444 | 45.679 | 43.2099 |
Ratio Avg Win / Avg Loss | 2.0631 | 1.9279 | 2.2116 | 2.0707 | 2.1631 | 1.9625 |
Largest Winning Trade | 36432 | 36432 | 20927 | 56914 | 56914 | 45264 |
Largest Losing Trade | -9477 | -9401 | -9477 | -32319 | -18045 | -32319 |
Avg Bars in Trades | 152 | 160 | 144 | 152 | 160 | 144 |
Avg Bars in Winners | 222 | 223 | 220 | 222 | 223 | 220 |
Avg Bars in Losers | 97 | 108 | 86 | 97 | 108 | 86 |
Bars Traded | 24734 | 13036 | 11698 | 24734 | 13036 | 11698 |
Profit Streak | 2.7019 | 3.4311 | 0 | 2.7019 | 3.4311 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383981 | -3912 | -4015 | 348303 | -2767 | -5089 |
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.77259 } }, "second_band": { "type": "wma", "factors": { "length": 83, "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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