Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2101887.5596 | 1958068.5775 | 143818.9821 | 18644519.864 | 2378472.479 | 16266047.385 |
Total P&L (%) | 2101.8876 | 1958.0686 | 143.819 | 18644.5199 | 2378.4725 | 16266.0474 |
Avg Daily Profit (%) | 1.1171 | 1.0407 | 0.0764 | 0.2785 | 0.1708 | 0.2713 |
Buy And Hold Return (%) | 486.2943 | 486.2943 | 486.2943 | 486.2943 | 486.2943 | 486.2943 |
Max Trade Drawdown | -96519 | -73463 | -71386 | -21701017 | -18810807 | -10866363 |
Profit Factor | 5.6599 | 9.0598 | 1.6911 | 1.2718 | 1.0571 | 1.6042 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 32.9268 | 24.3902 | 41.4634 | 32.9268 | 24.3902 | 41.4634 |
Ratio Avg Win / Avg Loss | 11.5295 | 28.0852 | 2.3874 | 2.5907 | 3.2769 | 2.2647 |
Largest Winning Trade | 1353951 | 1353951 | 57206 | 13006064 | 13006064 | 11142224 |
Largest Losing Trade | -28659 | -19044 | -28659 | -4707433 | -4161188 | -4707433 |
Avg Bars in Trades | 42 | 36 | 48 | 42 | 36 | 48 |
Avg Bars in Winners | 92 | 90 | 93 | 92 | 90 | 93 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 3467 | 1481 | 1986 | 3467 | 1481 | 1986 |
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 | 157220 | -12762 | -256746 | -5685 | -182743 | 302381 |
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{ "first_band": { "type": "t3", "factors": { "length": 52, "offset": 0, "a": 0.52657 } }, "second_band": { "type": "fwma", "factors": { "length": 221, "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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