Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289618.7462 | 224184.5475 | 65434.1987 | 8955.8951 | -308.5465 | 9264.4416 |
Total P&L (%) | 289.6187 | 224.1845 | 65.4342 | 8.9559 | -0.3085 | 9.2644 |
Avg Daily Profit (%) | 0.2138 | 0.1655 | 0.0483 | 0.0063 | -0.0002 | 0.0065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162465 | -87983 | -119387 | -278662 | -177160 | -165078 |
Profit Factor | 1.4635 | 1.6562 | 1.231 | 1.0112 | 0.9993 | 1.0257 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 46.4286 | 45.2381 | 47.619 | 46.4286 | 45.2381 | 47.619 |
Ratio Avg Win / Avg Loss | 1.6886 | 2.0048 | 1.3541 | 1.1668 | 1.2097 | 1.1283 |
Largest Winning Trade | 187212 | 187212 | 58793 | 92999 | 92999 | 78884 |
Largest Losing Trade | -48215 | -31988 | -48215 | -97441 | -97441 | -90285 |
Avg Bars in Trades | 47 | 40 | 53 | 47 | 40 | 53 |
Avg Bars in Winners | 62 | 53 | 71 | 62 | 53 | 71 |
Avg Bars in Losers | 33 | 29 | 36 | 33 | 29 | 36 |
Bars Traded | 3949 | 1709 | 2240 | 3949 | 1709 | 2240 |
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 | 315668 | 311551 | -129926 | -559487 | -580919 | -542961 |
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{ "first_band": { "type": "wma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 45, "offset": 0, "poles": 3 } } }
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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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