Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2008219.4748 | 1849397.3234 | 158822.1514 | 4717226.2631 | 2933837.7783 | 1783388.4848 |
Total P&L (%) | 2008.2195 | 1849.3973 | 158.8222 | 4717.2263 | 2933.8378 | 1783.3885 |
Avg Daily Profit (%) | 1.0834 | 0.9977 | 0.0857 | 0.2093 | 0.1843 | 0.1585 |
Buy And Hold Return (%) | 35.2181 | 35.2181 | 35.2181 | 35.2181 | 35.2181 | 35.2181 |
Max Trade Drawdown | -98488 | -62015 | -102519 | -4956828 | -3433772 | -4834304 |
Profit Factor | 3.7238 | 6.9292 | 1.3734 | 1.1574 | 1.2254 | 1.1052 |
Total Trades | 329 | 165 | 164 | 329 | 165 | 164 |
Winning Trades | 159 | 73 | 86 | 159 | 73 | 86 |
Losing Trades | 170 | 92 | 78 | 170 | 92 | 78 |
Profitability (%) | 48.3283 | 44.2424 | 52.439 | 48.3283 | 44.2424 | 52.439 |
Ratio Avg Win / Avg Loss | 3.9814 | 8.7327 | 1.2456 | 1.2375 | 1.5443 | 1.0024 |
Largest Winning Trade | 1709824 | 1709824 | 69536 | 2389220 | 2389220 | 2058976 |
Largest Losing Trade | -61009 | -28350 | -61009 | -2504789 | -1516295 | -2504789 |
Avg Bars in Trades | 32 | 29 | 36 | 32 | 29 | 36 |
Avg Bars in Winners | 38 | 33 | 42 | 38 | 33 | 42 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 10780 | 4785 | 5995 | 10780 | 4785 | 5995 |
Profit Streak | 0 | 0 | 48.1495 | 0 | 0 | 48.1495 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 768283 | 727683 | -78622 | -38206 | 251628 | -95948 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 180, "na": 0.95238, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 108, "offset": 0, "a": 0.60942 } } }
# | 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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