Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846788.6746 | 774160.9326 | 72627.742 | 318141.6134 | 716411.3053 | -398269.6919 |
Total P&L (%) | 846.7887 | 774.1609 | 72.6277 | 318.1416 | 716.4113 | -398.2697 |
Avg Daily Profit (%) | 0.3646 | 0.3333 | 0.0313 | 0.0616 | 0.0905 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160103 | -153648 | -231305 | -817787 | -535923 | -899487 |
Profit Factor | 1.794 | 2.3447 | 1.148 | 1.0929 | 1.4017 | 0.7575 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 42.9688 | 39.0625 | 46.875 | 42.9688 | 39.0625 | 46.875 |
Ratio Avg Win / Avg Loss | 2.3812 | 3.6578 | 1.3011 | 1.4505 | 2.1866 | 0.8585 |
Largest Winning Trade | 321613 | 321613 | 65489 | 668370 | 668370 | 193237 |
Largest Losing Trade | -60914 | -42358 | -60914 | -325291 | -264619 | -325291 |
Avg Bars in Trades | 106 | 117 | 95 | 106 | 117 | 95 |
Avg Bars in Winners | 157 | 180 | 138 | 157 | 180 | 138 |
Avg Bars in Losers | 67 | 76 | 56 | 67 | 76 | 56 |
Bars Traded | 13605 | 7503 | 6102 | 13605 | 7503 | 6102 |
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 | 376283 | -130068 | -349233 | -231416 | -213684 | -721173 |
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{ "first_band": { "type": "t3", "factors": { "length": 83, "offset": 0, "a": 0.73405 } }, "second_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 83, "offset": 0, "a": 0.73405 } }, "second_band": { "type": "wma", "factors": { "length": 79, "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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