Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418166.6282 | 386916.0369 | 31250.5913 | 142294.7994 | 420764.4417 | -278469.6424 |
Total P&L (%) | 418.1666 | 386.916 | 31.2506 | 142.2948 | 420.7644 | -278.4696 |
Avg Daily Profit (%) | 0.178 | 0.1647 | 0.0133 | 0.0377 | 0.0703 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93754 | -55596 | -110364 | -552525 | -266172 | -416455 |
Profit Factor | 1.8571 | 2.5601 | 1.1303 | 1.0873 | 1.524 | 0.6634 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 46.3768 | 44.1176 | 48.5714 | 46.3768 | 44.1176 | 48.5714 |
Ratio Avg Win / Avg Loss | 2.1472 | 3.2428 | 1.1968 | 1.2572 | 1.9304 | 0.7025 |
Largest Winning Trade | 287422 | 287422 | 57814 | 506242 | 506242 | 142175 |
Largest Losing Trade | -50766 | -50766 | -34187 | -266172 | -266172 | -158064 |
Avg Bars in Trades | 130 | 124 | 137 | 130 | 124 | 137 |
Avg Bars in Winners | 194 | 207 | 183 | 194 | 207 | 183 |
Avg Bars in Losers | 75 | 58 | 93 | 75 | 58 | 93 |
Bars Traded | 9018 | 4220 | 4798 | 9018 | 4220 | 4798 |
Profit Streak | 17.1198 | 0 | 43.3698 | 17.1198 | 0 | 43.3698 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96159 | 356243 | -255314 | -374209 | -98860 | -580790 |
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{ "first_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.63046 } }, "second_band": { "type": "pwma", "factors": { "length": 117, "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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