Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782113.3064 | 713738.8849 | 68374.4215 | 591145.9338 | 1928730.4305 | -1337584.4967 |
Total P&L (%) | 782.1133 | 713.7389 | 68.3744 | 591.1459 | 1928.7304 | -1337.5845 |
Avg Daily Profit (%) | 0.3755 | 0.3427 | 0.0328 | 0.0929 | 0.1446 | 0 |
Buy And Hold Return (%) | 69.9531 | 69.9531 | 69.9531 | 69.9531 | 69.9531 | 69.9531 |
Max Trade Drawdown | -216604 | -107163 | -155607 | -2874520 | -1108812 | -2421279 |
Profit Factor | 1.981 | 2.6852 | 1.183 | 1.0778 | 1.5566 | 0.6762 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 45.1923 | 40.3846 | 50 | 45.1923 | 40.3846 | 50 |
Ratio Avg Win / Avg Loss | 2.4025 | 3.9638 | 1.183 | 1.3071 | 2.2979 | 0.6762 |
Largest Winning Trade | 356509 | 356509 | 57801 | 1061031 | 1061031 | 536521 |
Largest Losing Trade | -56862 | -56560 | -56862 | -1727903 | -499246 | -1727903 |
Avg Bars in Trades | 235 | 261 | 209 | 235 | 261 | 209 |
Avg Bars in Winners | 324 | 369 | 288 | 324 | 369 | 288 |
Avg Bars in Losers | 161 | 188 | 130 | 161 | 188 | 130 |
Bars Traded | 24492 | 13599 | 10893 | 24492 | 13599 | 10893 |
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 | 421502 | -169414 | -514140 | -205096 | -180595 | -760833 |
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{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.71866 } }, "second_band": { "type": "wma", "factors": { "length": 197, "offset": 0 } } }
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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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