Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404419.9677 | 328117.2297 | 76302.738 | 215820.3253 | 290900.7894 | -75080.4642 |
Total P&L (%) | 404.42 | 328.1172 | 76.3027 | 215.8203 | 290.9008 | -75.0805 |
Avg Daily Profit (%) | 0.2283 | 0.1852 | 0.0431 | 0.0649 | 0.077 | -0.0784 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104638 | -102164 | -59644 | -914479 | -778356 | -407513 |
Profit Factor | 1.492 | 1.7755 | 1.1913 | 1.0532 | 1.137 | 0.9611 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 51.2821 | 49.1525 | 53.4483 | 51.2821 | 49.1525 | 53.4483 |
Ratio Avg Win / Avg Loss | 1.4174 | 1.8367 | 1.0375 | 1.0006 | 1.1762 | 0.8371 |
Largest Winning Trade | 87700 | 87700 | 59404 | 296576 | 296576 | 286931 |
Largest Losing Trade | -47737 | -31540 | -47737 | -407513 | -234240 | -407513 |
Avg Bars in Trades | 44 | 50 | 39 | 44 | 50 | 39 |
Avg Bars in Winners | 55 | 60 | 51 | 55 | 60 | 51 |
Avg Bars in Losers | 33 | 40 | 26 | 33 | 40 | 26 |
Bars Traded | 5257 | 2959 | 2298 | 5257 | 2959 | 2298 |
Profit Streak | 36.3772 | 36.3772 | 48.0439 | 36.3772 | 36.3772 | 48.0439 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381123 | -165604 | -324573 | -266758 | -336496 | -759825 |
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{ "first_band": { "type": "t3", "factors": { "length": 32, "offset": 0, "a": 0.72382 } }, "second_band": { "type": "wma", "factors": { "length": 36, "offset": 0 } } }
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# | 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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