Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 380281.2695 | 252946.499 | 127334.7704 | 484502.435 | 578729.1303 | -94226.6953 |
Total P&L (%) | 380.2813 | 252.9465 | 127.3348 | 484.5024 | 578.7291 | -94.2267 |
Avg Daily Profit (%) | 0.2251 | 0.1497 | 0.0754 | 0.1046 | 0.1134 | -0.1687 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107894 | -75419 | -89833 | -1440814 | -438754 | -1154281 |
Profit Factor | 1.5558 | 1.825 | 1.3372 | 1.0982 | 1.2696 | 0.9662 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 43.4783 | 38.75 | 48.1481 | 43.4783 | 38.75 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.0225 | 2.8847 | 1.44 | 1.4277 | 2.0067 | 1.0405 |
Largest Winning Trade | 81496 | 81496 | 54429 | 564026 | 564026 | 325696 |
Largest Losing Trade | -39414 | -20185 | -39414 | -380259 | -199440 | -380259 |
Avg Bars in Trades | 61 | 57 | 65 | 61 | 57 | 65 |
Avg Bars in Winners | 90 | 90 | 90 | 90 | 90 | 90 |
Avg Bars in Losers | 39 | 37 | 43 | 39 | 37 | 43 |
Bars Traded | 9978 | 4634 | 5344 | 9978 | 4634 | 5344 |
Profit Streak | 0 | 37.5201 | 0 | 0 | 37.5201 | 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 | 320425 | -13009 | -104682 | -167564 | -63450 | -591789 |
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{ "first_band": { "type": "pwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 57, "offset": 0, "poles": 2 } } }
# | 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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