Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371170.583 | 1294994.4025 | 76176.1804 | 32822418.0897 | 27188504.7826 | 5633913.3071 |
Total P&L (%) | 1371.1706 | 1294.9944 | 76.1762 | 32822.4181 | 27188.5048 | 5633.9133 |
Avg Daily Profit (%) | 0.7394 | 0.6983 | 0.0411 | 0.3131 | 0.3029 | 0.2186 |
Buy And Hold Return (%) | 4830.1682 | 4830.1682 | 4830.1682 | 4830.1682 | 4830.1682 | 4830.1682 |
Max Trade Drawdown | -92635 | -111217 | -93083 | -8340905 | -4541352 | -4765346 |
Profit Factor | 3.5832 | 5.8217 | 1.2905 | 1.9423 | 2.687 | 1.301 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 53.3981 | 56.8627 | 50 | 53.3981 | 56.8627 | 50 |
Ratio Avg Win / Avg Loss | 3.1272 | 4.4164 | 1.2905 | 1.6951 | 2.0384 | 1.301 |
Largest Winning Trade | 586020 | 586020 | 61088 | 7037891 | 7037891 | 6662964 |
Largest Losing Trade | -47292 | -47292 | -26068 | -3990183 | -3384615 | -3990183 |
Avg Bars in Trades | 209 | 212 | 206 | 209 | 212 | 206 |
Avg Bars in Winners | 274 | 283 | 263 | 274 | 283 | 263 |
Avg Bars in Losers | 135 | 117 | 150 | 135 | 117 | 150 |
Bars Traded | 21583 | 10829 | 10754 | 21583 | 10829 | 10754 |
Profit Streak | 0 | 157.4945 | 0 | 0 | 157.4945 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145659 | -323284 | -483842 | 477765 | -165071 | -285777 |
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{ "first_band": { "type": "t3", "factors": { "length": 38, "offset": 174, "a": 0.48199 } }, "second_band": { "type": "wma", "factors": { "length": 239, "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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