Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479528.3943 | 1567439.6224 | -87911.228 | -18957.704 | 391902.3313 | -410860.0353 |
Total P&L (%) | 1479.5284 | 1567.4396 | -87.9112 | -18.9577 | 391.9023 | -410.86 |
Avg Daily Profit (%) | 0.6244 | 0.6615 | -0.0371 | -0.0089 | 0.0673 | 0 |
Buy And Hold Return (%) | 469.2068 | 469.2068 | 469.2068 | 469.2068 | 469.2068 | 469.2068 |
Max Trade Drawdown | -221323 | -175613 | -140678 | -2094033 | -1326237 | -806924 |
Profit Factor | 2.9463 | 5.226 | 0.7742 | 0.9934 | 1.2515 | 0.6875 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 43.2432 | 40.5405 | 45.9459 | 43.2432 | 40.5405 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.867 | 7.6648 | 0.9108 | 1.3038 | 1.8356 | 0.8088 |
Largest Winning Trade | 1449376 | 1449376 | 49538 | 1649851 | 1649851 | 397710 |
Largest Losing Trade | -52184 | -47583 | -52184 | -354470 | -348040 | -354470 |
Avg Bars in Trades | 92 | 83 | 100 | 92 | 83 | 100 |
Avg Bars in Winners | 127 | 133 | 121 | 127 | 133 | 121 |
Avg Bars in Losers | 65 | 49 | 83 | 65 | 49 | 83 |
Bars Traded | 6817 | 3087 | 3729 | 6817 | 3087 | 3729 |
Profit Streak | 0 | 0 | 73.6182 | 0 | 0 | 73.6182 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57089 | 484595 | -581383 | -650516 | -271689 | -581383 |
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{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 83, "offset": 0, "a": 0.77966 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "t3", "factors": { "length": 83, "offset": 0, "a": 0.77966 } } }
# | 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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