Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -781225.2235 | -24224.5172 | -757000.7063 | 385654.4783 | -4634829.3037 | 5020483.7819 |
Total P&L (%) | -781.2252 | -24.2245 | -757.0007 | 385.6545 | -4634.8293 | 5020.4838 |
Avg Daily Profit (%) | -0.3224 | -0.01 | -0.3124 | 0.0652 | 0 | 0.1625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -963997 | -181639 | -890302 | -6417898 | -6209525 | -1152102 |
Profit Factor | 0.4368 | 0.9309 | 0.2695 | 1.0358 | 0.4562 | 3.2342 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 22 | 24 | 42 | 19 | 23 |
Losing Trades | 20 | 11 | 9 | 24 | 14 | 10 |
Profitability (%) | 69.697 | 66.6667 | 72.7273 | 63.6364 | 57.5758 | 69.697 |
Ratio Avg Win / Avg Loss | 0.1899 | 0.4655 | 0.1011 | 0.5919 | 0.3361 | 1.4062 |
Largest Winning Trade | 59808 | 59808 | 48697 | 4313861 | 1719143 | 4313861 |
Largest Losing Trade | -596481 | -69397 | -596481 | -3116770 | -3116770 | -907171 |
Avg Bars in Trades | 70 | 85 | 56 | 70 | 85 | 56 |
Avg Bars in Winners | 28 | 30 | 26 | 35 | 28 | 41 |
Avg Bars in Losers | 169 | 197 | 134 | 132 | 163 | 90 |
Bars Traded | 4685 | 2833 | 1852 | 4685 | 2833 | 1852 |
Profit Streak | 59.5527 | 59.5527 | 291.5527 | 59.5527 | 59.5527 | 291.5527 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -705330 | -578082 | -576422 | -413973 | -579260 | 603021 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "t3", "factors": { "length": 109, "offset": 0, "a": 0.40398 } } }
# | 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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