Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772481.11 | 775536.7559 | -3055.6459 | -33866.7274 | 68475.1721 | -102341.8995 |
Total P&L (%) | 772.4811 | 775.5368 | -3.0556 | -33.8667 | 68.4752 | -102.3419 |
Avg Daily Profit (%) | 0.3709 | 0.3723 | -0.0015 | -0.0199 | 0.025 | 0 |
Buy And Hold Return (%) | 82.6347 | 82.6347 | 82.6347 | 82.6347 | 82.6347 | 82.6347 |
Max Trade Drawdown | -143594 | -151767 | -240561 | -295985 | -238525 | -236222 |
Profit Factor | 1.698 | 2.3614 | 0.9943 | 0.9693 | 1.1183 | 0.8044 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 43.2432 | 39.1892 | 47.2973 | 43.2432 | 39.1892 | 47.2973 |
Ratio Avg Win / Avg Loss | 2.2286 | 3.6642 | 1.1079 | 1.2722 | 1.7353 | 0.8963 |
Largest Winning Trade | 379366 | 379366 | 66387 | 210440 | 210440 | 49047 |
Largest Losing Trade | -92179 | -35856 | -92179 | -130446 | -74600 | -130446 |
Avg Bars in Trades | 165 | 176 | 155 | 165 | 176 | 155 |
Avg Bars in Winners | 247 | 268 | 230 | 247 | 268 | 230 |
Avg Bars in Losers | 103 | 116 | 87 | 103 | 116 | 87 |
Bars Traded | 24506 | 13026 | 11480 | 24506 | 13026 | 11480 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377260 | -54654 | -644620 | -581347 | -483137 | -646287 |
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{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.79786 } }, "second_band": { "type": "wma", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 157, "offset": 0, "a": 0.79786 } }, "second_band": { "type": "wma", "factors": { "length": 68, "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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