Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863667.3925 | 771997.0208 | 91670.3717 | 3011693.1653 | 2362702.2114 | 648990.9539 |
Total P&L (%) | 863.6674 | 771.997 | 91.6704 | 3011.6932 | 2362.7022 | 648.991 |
Avg Daily Profit (%) | 0.4656 | 0.4162 | 0.0494 | 0.1855 | 0.1729 | 0.1086 |
Buy And Hold Return (%) | 150.767 | 150.767 | 150.767 | 150.767 | 150.767 | 150.767 |
Max Trade Drawdown | -118602 | -71918 | -97751 | -5019933 | -2602642 | -3603999 |
Profit Factor | 2.2099 | 3.3097 | 1.2415 | 1.2766 | 1.5236 | 1.1018 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Profitability (%) | 37.1901 | 39.3443 | 35 | 37.1901 | 39.3443 | 35 |
Ratio Avg Win / Avg Loss | 3.7323 | 5.1024 | 2.3057 | 2.156 | 2.3488 | 2.0461 |
Largest Winning Trade | 337995 | 337995 | 75494 | 1656125 | 1656125 | 1530720 |
Largest Losing Trade | -32973 | -20292 | -32973 | -997748 | -524618 | -997748 |
Avg Bars in Trades | 44 | 44 | 45 | 44 | 44 | 45 |
Avg Bars in Winners | 89 | 83 | 97 | 89 | 83 | 97 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 5424 | 2698 | 2726 | 5424 | 2698 | 2726 |
Profit Streak | 0 | 0 | 52.5961 | 0 | 0 | 52.5961 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324174 | -151142 | -466584 | 154978 | -155735 | -331728 |
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{ "first_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.41256 } }, "second_band": { "type": "wma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 41, "offset": 0, "a": 0.41256 } }, "second_band": { "type": "wma", "factors": { "length": 11, "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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