Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170125.5497 | 279271.6603 | -109146.1106 | -90263.1021 | 11713.458 | -101976.5601 |
Total P&L (%) | 170.1256 | 279.2717 | -109.1461 | -90.2631 | 11.7135 | -101.9766 |
Avg Daily Profit (%) | 0.0913 | 0.1499 | -0.0586 | -0.1249 | 0.0059 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165311 | -107917 | -180071 | -133521 | -98270 | -122218 |
Profit Factor | 1.2518 | 1.9425 | 0.7122 | 0.718 | 1.0806 | 0.4163 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 47.0588 | 47.619 | 46.5116 | 47.0588 | 47.619 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.4083 | 2.1367 | 0.819 | 0.8078 | 1.1886 | 0.4788 |
Largest Winning Trade | 362059 | 362059 | 59395 | 94413 | 94413 | 13866 |
Largest Losing Trade | -63438 | -48305 | -63438 | -45246 | -43179 | -45246 |
Avg Bars in Trades | 84 | 74 | 94 | 84 | 74 | 94 |
Avg Bars in Winners | 98 | 92 | 105 | 98 | 92 | 105 |
Avg Bars in Losers | 72 | 59 | 85 | 72 | 59 | 85 |
Bars Traded | 7218 | 3145 | 4073 | 7218 | 3145 | 4073 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72176 | 355403 | -582083 | -581694 | -430150 | -582083 |
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{ "first_band": { "type": "pwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 3 } } }
# | 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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