Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114986.1934 | 64631.0367 | 50355.1566 | 145072.3867 | 103101.0888 | 41971.2979 |
Total P&L (%) | 114.9862 | 64.631 | 50.3552 | 145.0724 | 103.1011 | 41.9713 |
Avg Daily Profit (%) | 0.8278 | 0.4653 | 0.3625 | 0.6474 | 0.5114 | 0.2526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40349 | -25656 | -36125 | -67527 | -22908 | -64310 |
Profit Factor | 1.7396 | 2.0064 | 1.5518 | 1.6798 | 2.5457 | 1.2861 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 70.7547 | 67.9245 | 73.5849 | 70.7547 | 67.9245 | 73.5849 |
Ratio Avg Win / Avg Loss | 0.719 | 0.9475 | 0.5571 | 0.6943 | 1.2021 | 0.4617 |
Largest Winning Trade | 25698 | 25698 | 12631 | 27319 | 27319 | 16879 |
Largest Losing Trade | -36125 | -17099 | -36125 | -62835 | -15303 | -62835 |
Avg Bars in Trades | 122 | 119 | 126 | 122 | 119 | 126 |
Avg Bars in Winners | 93 | 92 | 93 | 93 | 92 | 93 |
Avg Bars in Losers | 193 | 174 | 215 | 193 | 174 | 215 |
Bars Traded | 12993 | 6311 | 6682 | 12993 | 6311 | 6682 |
Profit Streak | 148.7962 | 148.7962 | 151.2337 | 148.7962 | 148.7962 | 151.2337 |
Trades During Streak | 10 | 5 | 6 | 10 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 587807 | -167534 | -169680 | 535825 | -164075 | -172980 |
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{ "first_band": { "type": "t3", "factors": { "length": 45, "offset": 0, "a": 0.76363 } }, "second_band": { "type": "wma", "factors": { "length": 222, "offset": 0 } } }
# | 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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