Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1035570.9314 | 1163723.0694 | -128152.138 | -91303.9071 | 292784.13 | -384088.0371 |
Total P&L (%) | 1035.5709 | 1163.7231 | -128.1521 | -91.3039 | 292.7841 | -384.088 |
Avg Daily Profit (%) | 0.5801 | 0.6519 | -0.0718 | -0.1367 | 0.0767 | 0 |
Buy And Hold Return (%) | 274.6912 | 274.6912 | 274.6912 | 274.6912 | 274.6912 | 274.6912 |
Max Trade Drawdown | -213788 | -176866 | -245447 | -268157 | -88532 | -411766 |
Profit Factor | 2.0219 | 3.6739 | 0.7783 | 0.8603 | 2.8965 | 0.2303 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 85 | 41 | 44 | 85 | 41 | 44 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 45.9459 | 44.5652 | 47.3118 | 45.9459 | 44.5652 | 47.3118 |
Ratio Avg Win / Avg Loss | 2.3787 | 4.5699 | 0.8668 | 1.0121 | 3.603 | 0.2565 |
Largest Winning Trade | 1092859 | 1092859 | 68661 | 252586 | 252586 | 13885 |
Largest Losing Trade | -90410 | -37303 | -90410 | -181900 | -28819 | -181900 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 51 | 47 | 56 | 51 | 47 | 56 |
Avg Bars in Losers | 24 | 22 | 26 | 24 | 22 | 26 |
Bars Traded | 6858 | 3102 | 3756 | 6858 | 3102 | 3756 |
Profit Streak | 0 | 30.8426 | 0 | 0 | 30.8426 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435392 | 533821 | -582129 | -579719 | -232227 | -582129 |
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{ "first_band": { "type": "fwma", "factors": { "length": 145, "offset": 73 } }, "second_band": { "type": "ssf", "factors": { "length": 116, "offset": 0, "poles": 2 } } }
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# | 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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