Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171492.2091 | 73278.1243 | 98214.0848 | 305075.6101 | 127667.0517 | 177408.5584 |
Total P&L (%) | 171.4922 | 73.2781 | 98.2141 | 305.0756 | 127.6671 | 177.4086 |
Avg Daily Profit (%) | 0.6585 | 0.2814 | 0.3771 | 0.5386 | 0.3164 | 0.3926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25807 | -29358 | -45272 | -105917 | -85759 | -65630 |
Profit Factor | 1.4966 | 1.3934 | 1.6176 | 1.3798 | 1.2952 | 1.4786 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 118 | 58 | 60 | 118 | 58 | 60 |
Losing Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Profitability (%) | 47.9675 | 47.1545 | 48.7805 | 47.9675 | 47.1545 | 48.7805 |
Ratio Avg Win / Avg Loss | 1.6235 | 1.5615 | 1.6984 | 1.4968 | 1.4515 | 1.5525 |
Largest Winning Trade | 24712 | 18391 | 24712 | 47753 | 47753 | 37699 |
Largest Losing Trade | -11863 | -11863 | -8808 | -33910 | -25304 | -33910 |
Avg Bars in Trades | 100 | 108 | 93 | 100 | 108 | 93 |
Avg Bars in Winners | 125 | 140 | 111 | 125 | 140 | 111 |
Avg Bars in Losers | 78 | 79 | 76 | 78 | 79 | 76 |
Bars Traded | 24823 | 13290 | 11533 | 24823 | 13290 | 11533 |
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 | 469361 | 264691 | 363597 | 366776 | 213879 | 340407 |
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.75672 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 105, "offset": 0, "a": 0.75672 } }, "second_band": { "type": "vwma", "factors": { "length": 140, "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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