Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 633379.0308 | 590677.4437 | 42701.5871 | 735404.0824 | 1199276.7248 | -463872.6423 |
Total P&L (%) | 633.379 | 590.6774 | 42.7016 | 735.4041 | 1199.2767 | -463.8726 |
Avg Daily Profit (%) | 0.2527 | 0.2357 | 0.017 | 0.0847 | 0.1024 | 0 |
Buy And Hold Return (%) | 343.1617 | 343.1617 | 343.1617 | 343.1617 | 343.1617 | 343.1617 |
Max Trade Drawdown | -116437 | -70073 | -70028 | -2526127 | -875906 | -1953293 |
Profit Factor | 2.3926 | 3.9235 | 1.1689 | 1.1432 | 1.557 | 0.8445 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 55.0725 | 57.1429 | 52.9412 | 55.0725 | 57.1429 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9519 | 2.9426 | 1.0391 | 0.9326 | 1.1677 | 0.7506 |
Largest Winning Trade | 376393 | 376393 | 40446 | 1197706 | 1197706 | 771919 |
Largest Losing Trade | -70028 | -24938 | -70028 | -1851950 | -428291 | -1851950 |
Avg Bars in Trades | 138 | 129 | 147 | 138 | 129 | 147 |
Avg Bars in Winners | 184 | 175 | 194 | 184 | 175 | 194 |
Avg Bars in Losers | 81 | 68 | 93 | 81 | 68 | 93 |
Bars Traded | 9534 | 4533 | 5001 | 9534 | 4533 | 5001 |
Profit Streak | 83.9684 | 243.2184 | 0 | 83.9684 | 243.2184 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99655 | 305608 | -370201 | -254812 | -55035 | -580413 |
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{ "first_band": { "type": "wma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.67588 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 39, "offset": 0, "a": 0.67588 } } }
# | 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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