Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1628470.9658 | 115990.206 | -1744461.1718 | 3668631.9432 | -5136033.9314 | 8804665.8746 |
Total P&L (%) | -1628.471 | 115.9902 | -1744.4612 | 3668.6319 | -5136.0339 | 8804.6659 |
Avg Daily Profit (%) | -0.8296 | 0.0591 | -0.8887 | 0.1851 | 0 | 0.229 |
Buy And Hold Return (%) | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 | 1500.8439 |
Max Trade Drawdown | -1821633 | -86824 | -1836743 | -16670305 | -11917162 | -6401706 |
Profit Factor | 0.3038 | 1.4242 | 0.1555 | 1.0737 | 0.7941 | 1.3546 |
Total Trades | 210 | 105 | 105 | 210 | 105 | 105 |
Winning Trades | 173 | 91 | 82 | 171 | 89 | 82 |
Losing Trades | 37 | 14 | 23 | 39 | 16 | 23 |
Profitability (%) | 82.381 | 86.6667 | 78.0952 | 81.4286 | 84.7619 | 78.0952 |
Ratio Avg Win / Avg Loss | 0.065 | 0.2191 | 0.0436 | 0.2449 | 0.1428 | 0.3799 |
Largest Winning Trade | 19020 | 19020 | 18976 | 18808097 | 1677990 | 18808097 |
Largest Losing Trade | -1569611 | -61656 | -1569611 | -7843153 | -7843153 | -5707059 |
Avg Bars in Trades | 53 | 56 | 51 | 53 | 56 | 51 |
Avg Bars in Winners | 16 | 18 | 14 | 18 | 18 | 18 |
Avg Bars in Losers | 227 | 303 | 181 | 208 | 265 | 168 |
Bars Traded | 11333 | 5936 | 5397 | 11333 | 5936 | 5397 |
Profit Streak | 415.4683 | 0 | 561.4683 | 415.4683 | 0 | 561.4683 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574972 | -276083 | -576173 | -131425 | -576422 | 391838 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.62791, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 192, "offset": 0, "a": 0.35907 } } }
# | 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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