Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209117.8333 | 87782.3551 | 121335.4782 | 509655.438 | 234355.361 | 275300.077 |
Total P&L (%) | 209.1178 | 87.7824 | 121.3355 | 509.6554 | 234.3554 | 275.3001 |
Avg Daily Profit (%) | 0.803 | 0.3371 | 0.4659 | 0.6966 | 0.4646 | 0.5091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32017 | -45368 | -24335 | -58605 | -78632 | -50413 |
Profit Factor | 1.9924 | 1.8107 | 2.1845 | 2.1501 | 1.9921 | 2.3306 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 51.7241 | 53.4483 | 50 | 51.7241 | 53.4483 | 50 |
Ratio Avg Win / Avg Loss | 1.8596 | 1.577 | 2.1845 | 2.0068 | 1.735 | 2.3306 |
Largest Winning Trade | 23153 | 23153 | 23104 | 49583 | 49201 | 49583 |
Largest Losing Trade | -11249 | -11249 | -10514 | -48387 | -48387 | -29890 |
Avg Bars in Trades | 212 | 223 | 201 | 212 | 223 | 201 |
Avg Bars in Winners | 242 | 261 | 223 | 242 | 261 | 223 |
Avg Bars in Losers | 179 | 180 | 179 | 179 | 180 | 179 |
Bars Traded | 24645 | 12957 | 11688 | 24645 | 12957 | 11688 |
Profit Streak | 3.9162 | 4.4995 | 0 | 3.9162 | 4.4995 | 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 | 553527 | -168529 | -167400 | 547568 | -167090 | -166749 |
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{ "first_band": { "type": "t3", "factors": { "length": 137, "offset": 0, "a": 0.70864 } }, "second_band": { "type": "wma", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 137, "offset": 0, "a": 0.70864 } }, "second_band": { "type": "wma", "factors": { "length": 248, "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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