Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1257409.1538 | 1065123.4727 | 192285.6811 | 5759198.8998 | 927314.5373 | 4831884.3626 |
Total P&L (%) | 1257.4092 | 1065.1235 | 192.2857 | 5759.1989 | 927.3145 | 4831.8844 |
Avg Daily Profit (%) | 0.5266 | 0.446 | 0.0805 | 0.1706 | 0.0976 | 0.1634 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118586 | -89216 | -81761 | -15222737 | -12870701 | -6345131 |
Profit Factor | 3.3161 | 4.887 | 1.7151 | 1.1556 | 1.0424 | 1.3189 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 47.4576 | 43.3333 | 51.7241 | 47.4576 | 43.3333 | 51.7241 |
Ratio Avg Win / Avg Loss | 3.6714 | 6.3907 | 1.6008 | 1.2794 | 1.3632 | 1.2309 |
Largest Winning Trade | 562023 | 562023 | 67905 | 10055739 | 10055739 | 4983879 |
Largest Losing Trade | -40665 | -39369 | -40665 | -7225534 | -7225534 | -3717626 |
Avg Bars in Trades | 156 | 117 | 197 | 156 | 117 | 197 |
Avg Bars in Winners | 240 | 194 | 279 | 240 | 194 | 279 |
Avg Bars in Losers | 81 | 58 | 108 | 81 | 58 | 108 |
Bars Traded | 9241 | 3528 | 5713 | 9241 | 3528 | 5713 |
Profit Streak | 40.9898 | 40.9898 | 52.7398 | 40.9898 | 40.9898 | 52.7398 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162332 | 567425 | -81038 | -221105 | -238221 | 326825 |
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{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.76834 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 28, "offset": 0, "a": 0.76834 } } }
# | 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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