Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029098.5625 | 889187.1739 | 139911.3886 | 20047101.6127 | 21672021.1863 | -1624919.5736 |
Total P&L (%) | 1029.0986 | 889.1872 | 139.9114 | 20047.1016 | 21672.0212 | -1624.9196 |
Avg Daily Profit (%) | 0.4941 | 0.4269 | 0.0672 | 0.2551 | 0.2588 | 0 |
Buy And Hold Return (%) | 1101.2544 | 1101.2544 | 1101.2544 | 1101.2544 | 1101.2544 | 1101.2544 |
Max Trade Drawdown | -87724 | -64415 | -46436 | -22143600 | -12979572 | -9164028 |
Profit Factor | 2.9433 | 3.9269 | 1.6197 | 1.5062 | 1.9642 | 0.9051 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 47.8632 | 43.1034 | 52.5424 | 47.8632 | 43.1034 | 52.5424 |
Ratio Avg Win / Avg Loss | 3.2061 | 5.1835 | 1.4629 | 1.6407 | 2.5927 | 0.8175 |
Largest Winning Trade | 363266 | 363266 | 46307 | 17679754 | 17679754 | 4812753 |
Largest Losing Trade | -46436 | -32532 | -46436 | -6961185 | -6961185 | -5338189 |
Avg Bars in Trades | 207 | 219 | 196 | 207 | 219 | 196 |
Avg Bars in Winners | 266 | 286 | 250 | 266 | 286 | 250 |
Avg Bars in Losers | 153 | 168 | 136 | 153 | 168 | 136 |
Bars Traded | 24311 | 12718 | 11593 | 24311 | 12718 | 11593 |
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 | -150125 | -331529 | -443407 | 375961 | -170465 | -757128 |
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{ "first_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.78022 } }, "second_band": { "type": "swma", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 165, "offset": 0, "a": 0.78022 } }, "second_band": { "type": "swma", "factors": { "length": 127, "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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