Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780405.7953 | 727896.9842 | 52508.8111 | 4437727.5613 | 5464922.8689 | -1027195.3076 |
Total P&L (%) | 780.4058 | 727.897 | 52.5088 | 4437.7276 | 5464.9229 | -1027.1953 |
Avg Daily Profit (%) | 0.3747 | 0.3495 | 0.0252 | 0.1833 | 0.1932 | 0 |
Buy And Hold Return (%) | 1189.2205 | 1189.2205 | 1189.2205 | 1189.2205 | 1189.2205 | 1189.2205 |
Max Trade Drawdown | -69898 | -70458 | -61999 | -1430749 | -1121787 | -1750599 |
Profit Factor | 2.7547 | 4.3843 | 1.2286 | 1.5403 | 2.3548 | 0.7542 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 44.5783 | 48.7805 | 40.4762 | 44.5783 | 48.7805 | 40.4762 |
Ratio Avg Win / Avg Loss | 3.4248 | 4.6035 | 1.8068 | 1.915 | 2.4725 | 1.1091 |
Largest Winning Trade | 313286 | 313286 | 50218 | 3633406 | 3633406 | 547418 |
Largest Losing Trade | -25644 | -25257 | -25644 | -567818 | -508758 | -567818 |
Avg Bars in Trades | 292 | 280 | 305 | 292 | 280 | 305 |
Avg Bars in Winners | 402 | 382 | 425 | 402 | 382 | 425 |
Avg Bars in Losers | 204 | 182 | 223 | 204 | 182 | 223 |
Bars Traded | 24299 | 11482 | 12817 | 24299 | 11482 | 12817 |
Profit Streak | 0 | 168.8369 | 0 | 0 | 168.8369 | 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 | -154376 | -148589 | -327869 | 169640 | 406809 | -582771 |
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{ "first_band": { "type": "t3", "factors": { "length": 201, "offset": 0, "a": 0.60001 } }, "second_band": { "type": "vwma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 201, "offset": 0, "a": 0.60001 } }, "second_band": { "type": "vwma", "factors": { "length": 145, "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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