Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238543.6449 | 182530.5977 | 56013.0472 | 445205.895 | 295891.2428 | 149314.6522 |
Total P&L (%) | 238.5436 | 182.5306 | 56.013 | 445.2059 | 295.8912 | 149.3147 |
Avg Daily Profit (%) | 0.458 | 0.3505 | 0.1075 | 0.3262 | 0.2645 | 0.1756 |
Buy And Hold Return (%) | 50.5255 | 50.5255 | 50.5255 | 50.5255 | 50.5255 | 50.5255 |
Max Trade Drawdown | -61954 | -53690 | -30738 | -248750 | -213691 | -136223 |
Profit Factor | 1.5845 | 1.8193 | 1.3022 | 1.3331 | 1.3677 | 1.2807 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 75 | 35 | 40 | 75 | 35 | 40 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 43.6047 | 40.6977 | 46.5116 | 43.6047 | 40.6977 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.0492 | 2.651 | 1.4975 | 1.7242 | 1.993 | 1.4729 |
Largest Winning Trade | 65609 | 65609 | 25186 | 153112 | 153112 | 55865 |
Largest Losing Trade | -22906 | -13106 | -22906 | -64283 | -64283 | -49819 |
Avg Bars in Trades | 143 | 154 | 131 | 143 | 154 | 131 |
Avg Bars in Winners | 182 | 212 | 155 | 182 | 212 | 155 |
Avg Bars in Losers | 112 | 115 | 110 | 112 | 115 | 110 |
Bars Traded | 24625 | 13318 | 11308 | 24625 | 13318 | 11308 |
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 | 324848 | 190137 | -183552 | 285904 | 162308 | 71205 |
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{ "first_band": { "type": "t3", "factors": { "length": 132, "offset": 0, "a": 0.7987 } }, "second_band": { "type": "swma", "factors": { "length": 88, "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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