Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024661.0682 | 991553.1865 | 33107.8817 | 610099.2972 | 297699.2968 | 312400.0004 |
Total P&L (%) | 1024.6611 | 991.5532 | 33.1079 | 610.0993 | 297.6993 | 312.4 |
Avg Daily Profit (%) | 0.5519 | 0.534 | 0.0178 | 0.1056 | 0.0744 | 0.0763 |
Buy And Hold Return (%) | 184.9642 | 184.9642 | 184.9642 | 184.9642 | 184.9642 | 184.9642 |
Max Trade Drawdown | -89126 | -51532 | -88606 | -529331 | -428575 | -300971 |
Profit Factor | 2.8709 | 5.2857 | 1.1047 | 1.2567 | 1.2255 | 1.2957 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 51.5152 | 56.25 | 53.8462 | 51.5152 | 56.25 |
Ratio Avg Win / Avg Loss | 2.4608 | 4.9748 | 0.8592 | 1.0772 | 1.1534 | 1.0078 |
Largest Winning Trade | 755056 | 755056 | 76296 | 343466 | 296414 | 343466 |
Largest Losing Trade | -65976 | -36235 | -65976 | -290179 | -290179 | -206644 |
Avg Bars in Trades | 333 | 321 | 344 | 333 | 321 | 344 |
Avg Bars in Winners | 474 | 452 | 495 | 474 | 452 | 495 |
Avg Bars in Losers | 168 | 182 | 151 | 168 | 182 | 151 |
Bars Traded | 21650 | 10616 | 11034 | 21650 | 10616 | 11034 |
Profit Streak | 0 | 0 | 164.1622 | 0 | 0 | 164.1622 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119948 | 647133 | -440123 | -190078 | -103326 | -98185 |
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{ "first_band": { "type": "t3", "factors": { "length": 151, "offset": 229, "a": 0.53755 } }, "second_band": { "type": "vwma", "factors": { "length": 37, "offset": 31 } } }
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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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