Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169187.6169 | -2819.15 | 172006.7668 | 83374.6586 | -54813.1341 | 138187.7927 |
Total P&L (%) | 169.1876 | -2.8192 | 172.0068 | 83.3747 | -54.8131 | 138.1878 |
Avg Daily Profit (%) | 0.162 | -0.0027 | 0.1647 | 0.0581 | -0.076 | 0.0831 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104151 | -105837 | -46912 | -178817 | -148071 | -48098 |
Profit Factor | 1.391 | 0.99 | 2.1434 | 1.1724 | 0.8296 | 1.8533 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 271 | 135 | 136 | 271 | 135 | 136 |
Losing Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Profitability (%) | 76.338 | 76.2712 | 76.4045 | 76.338 | 76.2712 | 76.4045 |
Ratio Avg Win / Avg Loss | 0.4312 | 0.308 | 0.6619 | 0.3634 | 0.2581 | 0.5723 |
Largest Winning Trade | 11896 | 8621 | 11896 | 17877 | 9195 | 17877 |
Largest Losing Trade | -73807 | -73807 | -26344 | -133678 | -133678 | -37698 |
Avg Bars in Trades | 16 | 21 | 12 | 16 | 21 | 12 |
Avg Bars in Winners | 4 | 3 | 6 | 4 | 3 | 6 |
Avg Bars in Losers | 55 | 78 | 31 | 55 | 78 | 31 |
Bars Traded | 5974 | 3799 | 2174 | 5974 | 3799 | 2174 |
Profit Streak | 19.0076 | 21.1743 | 19.0076 | 19.0076 | 21.1743 | 19.0076 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487234 | -575166 | 513525 | -140656 | -575166 | -75604 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.96845, "nb": 0.83181, "nc": 0.31589 } }, "second_band": { "type": "t3", "factors": { "length": 176, "offset": 0, "a": 0.45373 } } }
# | 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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