Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47651.7012 | 17023.9378 | 30627.7634 | 56199.6585 | 17621.9136 | 38577.7449 |
Total P&L (%) | 47.6517 | 17.0239 | 30.6278 | 56.1997 | 17.6219 | 38.5777 |
Avg Daily Profit (%) | 0.915 | 0.3269 | 0.5881 | 0.86 | 0.3121 | 0.6284 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9719 | -11939 | -7411 | -12386 | -15608 | -9592 |
Profit Factor | 1.8315 | 1.5046 | 2.2994 | 1.7368 | 1.3839 | 2.2705 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 64.7059 | 61.7647 | 67.6471 | 64.7059 | 61.7647 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.999 | 0.9314 | 1.0997 | 0.9474 | 0.8567 | 1.0859 |
Largest Winning Trade | 6481 | 6481 | 5254 | 7112 | 7112 | 6887 |
Largest Losing Trade | -9719 | -9719 | -5225 | -12386 | -12386 | -7316 |
Avg Bars in Trades | 346 | 340 | 352 | 346 | 340 | 352 |
Avg Bars in Winners | 244 | 213 | 271 | 244 | 213 | 271 |
Avg Bars in Losers | 534 | 545 | 521 | 534 | 545 | 521 |
Bars Traded | 23572 | 11587 | 11985 | 23572 | 11587 | 11985 |
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 | -101646 | -1049 | 409074 | -101254 | -1514 | 444915 |
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 186, "offset": 138, "a": 0.52958 } } }
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{ "first_band": { "type": "wma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 186, "offset": 138, "a": 0.52958 } } }
# | 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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