Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188663.6573 | 85281.2086 | 103382.4487 | 284406.0745 | 130612.1342 | 153793.9403 |
Total P&L (%) | 188.6637 | 85.2812 | 103.3824 | 284.4061 | 130.6121 | 153.7939 |
Avg Daily Profit (%) | 0.3622 | 0.1637 | 0.1985 | 0.2589 | 0.1606 | 0.179 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76678 | -60846 | -42014 | -112636 | -91454 | -62784 |
Profit Factor | 1.7319 | 1.584 | 1.925 | 1.8295 | 1.7561 | 1.9041 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 67.6056 | 71.4286 | 63.8889 | 67.6056 | 71.4286 | 63.8889 |
Ratio Avg Win / Avg Loss | 0.8299 | 0.6336 | 1.0881 | 0.8767 | 0.7024 | 1.0762 |
Largest Winning Trade | 21944 | 21944 | 18662 | 51941 | 38953 | 51941 |
Largest Losing Trade | -28644 | -28644 | -24965 | -43765 | -31652 | -43765 |
Avg Bars in Trades | 340 | 327 | 353 | 340 | 327 | 353 |
Avg Bars in Winners | 224 | 188 | 263 | 224 | 188 | 263 |
Avg Bars in Losers | 583 | 674 | 512 | 583 | 674 | 512 |
Bars Traded | 24183 | 11462 | 12721 | 24183 | 11462 | 12721 |
Profit Streak | 11.7456 | 93.6414 | 11.7456 | 11.7456 | 93.6414 | 11.7456 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78685 | 402801 | 432354 | -79380 | 416177 | 424896 |
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{ "first_band": { "type": "vwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.32274 } } }
# | 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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