Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1682156.543 | 1594974.0258 | 87182.5172 | 73771996.0037 | 78606249.5617 | -4834253.558 |
Total P&L (%) | 1682.1565 | 1594.974 | 87.1825 | 73771.996 | 78606.2496 | -4834.2536 |
Avg Daily Profit (%) | 0.9021 | 0.8554 | 0.0468 | 0.3548 | 0.3583 | 0 |
Buy And Hold Return (%) | 7227.8752 | 7227.8752 | 7227.8752 | 7227.8752 | 7227.8752 | 7227.8752 |
Max Trade Drawdown | -55733 | -80976 | -41979 | -23033003 | -14581102 | -20735066 |
Profit Factor | 5.7703 | 9.3704 | 1.5379 | 2.1866 | 3.6063 | 0.849 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 35.1351 | 35.1351 | 35.1351 | 35.1351 | 35.1351 | 35.1351 |
Ratio Avg Win / Avg Loss | 10.6528 | 17.2993 | 2.8392 | 4.0368 | 6.6579 | 1.5674 |
Largest Winning Trade | 628149 | 628149 | 61753 | 38173063 | 38173063 | 17847576 |
Largest Losing Trade | -25417 | -22145 | -25417 | -8500261 | -6746353 | -8500261 |
Avg Bars in Trades | 70 | 73 | 66 | 70 | 73 | 66 |
Avg Bars in Winners | 137 | 155 | 118 | 137 | 155 | 118 |
Avg Bars in Losers | 33 | 29 | 38 | 33 | 29 | 38 |
Bars Traded | 5199 | 2726 | 2473 | 5199 | 2726 | 2473 |
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 | -218721 | -149810 | -299370 | -61036 | 373967 | -583775 |
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{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.74821 } }, "second_band": { "type": "swma", "factors": { "length": 5, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 103, "offset": 0, "a": 0.74821 } }, "second_band": { "type": "swma", "factors": { "length": 5, "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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