Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -3815932.1005 | 386729.0297 | -4202661.1301 | 75439643.0468 | -270235679.0884 | 345675322.1352 |
Total P&L (%) | -3815.9321 | 386.729 | -4202.6611 | 75439.643 | -270235.6791 | 345675.3221 |
Avg Daily Profit (%) | -1.6807 | 0.1703 | -1.851 | 0.2923 | 0 | 0.3595 |
Buy And Hold Return (%) | 12035.292 | 12035.292 | 12035.292 | 12035.292 | 12035.292 | 12035.292 |
Max Trade Drawdown | -4302464 | -51697 | -4303833 | -634806401 | -409090204 | -238235377 |
Profit Factor | 0.1786 | 3.4825 | 0.0639 | 1.0854 | 0.5578 | 2.2689 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 43 | 21 | 22 | 33 | 17 | 16 |
Losing Trades | 25 | 13 | 12 | 35 | 17 | 18 |
Profitability (%) | 63.2353 | 61.7647 | 64.7059 | 48.5294 | 50 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.1038 | 2.1558 | 0.0349 | 1.1512 | 0.5578 | 2.5526 |
Largest Winning Trade | 121056 | 121056 | 40333 | 460411674 | 142633676 | 460411674 |
Largest Losing Trade | -4302464 | -37011 | -4302464 | -296765977 | -296765977 | -83979017 |
Avg Bars in Trades | 123 | 126 | 121 | 123 | 126 | 121 |
Avg Bars in Winners | 127 | 124 | 129 | 128 | 155 | 100 |
Avg Bars in Losers | 118 | 129 | 106 | 119 | 97 | 139 |
Bars Traded | 8426 | 4301 | 4125 | 8426 | 4301 | 4125 |
Profit Streak | 71.0312 | 79.2812 | 0 | 71.0312 | 79.2812 | 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 | -692003 | -149683 | -578888 | -232059 | -580237 | 452139 |
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{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.66433 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "offset": 207 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 233, "offset": 0, "a": 0.66433 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "offset": 207 } } }
# | 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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