Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 582804.3948 | 585576.5576 | -2772.1628 | -55506.1817 | 237814.6082 | -293320.7899 |
Total P&L (%) | 582.8044 | 585.5766 | -2.7722 | -55.5062 | 237.8146 | -293.3208 |
Avg Daily Profit (%) | 0.2412 | 0.2423 | -0.0011 | -0.0335 | 0.0504 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160770 | -99957 | -195232 | -373204 | -136717 | -466242 |
Profit Factor | 1.6625 | 2.2658 | 0.9934 | 0.9478 | 1.5243 | 0.5188 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 44.4444 | 39.0244 | 50 | 44.4444 | 39.0244 | 50 |
Ratio Avg Win / Avg Loss | 2.0782 | 3.5403 | 0.9934 | 1.1847 | 2.3817 | 0.5188 |
Largest Winning Trade | 373864 | 373864 | 51431 | 274181 | 274181 | 71320 |
Largest Losing Trade | -71493 | -51585 | -71493 | -291552 | -109385 | -291552 |
Avg Bars in Trades | 176 | 194 | 158 | 176 | 194 | 158 |
Avg Bars in Winners | 233 | 249 | 221 | 233 | 249 | 221 |
Avg Bars in Losers | 130 | 158 | 95 | 130 | 158 | 95 |
Bars Traded | 14302 | 7966 | 6336 | 14302 | 7966 | 6336 |
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 | -6899 | 305288 | -580749 | -597549 | -127283 | -580749 |
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{ "first_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.77055 } }, "second_band": { "type": "wma", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 138, "offset": 0, "a": 0.77055 } }, "second_band": { "type": "wma", "factors": { "length": 121, "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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