Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345794.923 | 400383.5469 | -54588.6239 | -93856.9928 | 139507.572 | -233364.5648 |
Total P&L (%) | 345.7949 | 400.3835 | -54.5886 | -93.857 | 139.5076 | -233.3646 |
Avg Daily Profit (%) | 0.1825 | 0.2113 | -0.0288 | -0.1472 | 0.0461 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -299886 | -115058 | -224183 | -759607 | -409386 | -627835 |
Profit Factor | 1.5532 | 2.6491 | 0.8572 | 0.9407 | 1.2116 | 0.7475 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 47.541 | 38.7097 | 56.6667 | 47.541 | 38.7097 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.7139 | 4.1945 | 0.6555 | 1.038 | 1.9183 | 0.5716 |
Largest Winning Trade | 418372 | 418372 | 64780 | 277833 | 277833 | 263718 |
Largest Losing Trade | -90342 | -44727 | -90342 | -447000 | -338645 | -447000 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 58 | 53 | 61 | 58 | 53 | 61 |
Avg Bars in Losers | 56 | 55 | 58 | 56 | 55 | 58 |
Bars Traded | 3504 | 1698 | 1806 | 3504 | 1698 | 1806 |
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 | -156741 | 300250 | -579961 | -746067 | -135098 | -579961 |
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{ "first_band": { "type": "pwma", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 136, "offset": 0, "a": 0.6321 } } }
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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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