Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869820.0023 | 770805.3362 | 99014.6661 | 7609151.8762 | 12085838.6178 | -4476686.7417 |
Total P&L (%) | 869.82 | 770.8053 | 99.0147 | 7609.1519 | 12085.8386 | -4476.6867 |
Avg Daily Profit (%) | 0.3479 | 0.3083 | 0.0396 | 0.1739 | 0.1923 | 0 |
Buy And Hold Return (%) | 779.7823 | 779.7823 | 779.7823 | 779.7823 | 779.7823 | 779.7823 |
Max Trade Drawdown | -124978 | -78125 | -73109 | -8169895 | -4033672 | -7863043 |
Profit Factor | 2.278 | 3.4047 | 1.275 | 1.2749 | 1.9464 | 0.6998 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Losing Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Profitability (%) | 53.0973 | 53.0973 | 53.0973 | 53.0973 | 53.0973 | 53.0973 |
Ratio Avg Win / Avg Loss | 2.0123 | 3.0075 | 1.1262 | 1.1261 | 1.7193 | 0.6182 |
Largest Winning Trade | 354434 | 354434 | 48008 | 12182832 | 12182832 | 1313782 |
Largest Losing Trade | -40538 | -27070 | -40538 | -5144095 | -2396740 | -5144095 |
Avg Bars in Trades | 32 | 33 | 30 | 32 | 33 | 30 |
Avg Bars in Winners | 40 | 45 | 36 | 40 | 45 | 36 |
Avg Bars in Losers | 22 | 21 | 24 | 22 | 21 | 24 |
Bars Traded | 7276 | 3824 | 3452 | 7276 | 3824 | 3452 |
Profit Streak | 0 | 23.5876 | 0 | 0 | 23.5876 | 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 | -114632 | -149122 | -305703 | 335857 | 462600 | -580630 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 79, "na": 0.65188, "nb": 0.02652, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 175, "offset": 0, "a": 0.79711 } } }
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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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