Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509796.3821 | 422362.9782 | 87433.4039 | 28243.4311 | 63153.8924 | -34910.4613 |
Total P&L (%) | 509.7964 | 422.363 | 87.4334 | 28.2434 | 63.1539 | -34.9105 |
Avg Daily Profit (%) | 0.3192 | 0.2644 | 0.0547 | 0.0156 | 0.0307 | -0.0269 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198384 | -160916 | -127999 | -934315 | -441119 | -711557 |
Profit Factor | 1.6109 | 1.9595 | 1.2217 | 1.0104 | 1.0481 | 0.9753 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 80 | 37 | 43 | 80 | 37 | 43 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 56.338 | 52.1127 | 60.5634 | 56.338 | 52.1127 | 60.5634 |
Ratio Avg Win / Avg Loss | 1.2484 | 1.8006 | 0.7955 | 0.783 | 0.9631 | 0.6351 |
Largest Winning Trade | 332279 | 332279 | 45530 | 273154 | 273154 | 133884 |
Largest Losing Trade | -73256 | -53723 | -73256 | -404085 | -212446 | -404085 |
Avg Bars in Trades | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Winners | 26 | 33 | 20 | 26 | 33 | 20 |
Avg Bars in Losers | 39 | 47 | 29 | 39 | 47 | 29 |
Bars Traded | 4580 | 2866 | 1714 | 4580 | 2866 | 1714 |
Profit Streak | 56.8993 | 56.8993 | 72.2326 | 56.8993 | 56.8993 | 72.2326 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 491480 | -73532 | -205951 | -383455 | -407099 | -664844 |
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{ "first_band": { "type": "t3", "factors": { "length": 16, "offset": 0, "a": 0.75649 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 16, "offset": 0, "a": 0.75649 } }, "second_band": { "type": "vwma", "factors": { "length": 43, "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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