Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 826909.4439 | 888408.7455 | -61499.3016 | -441440.3881 | 985037.8181 | -1426478.2062 |
Total P&L (%) | 826.9094 | 888.4087 | -61.4993 | -441.4404 | 985.0378 | -1426.4782 |
Avg Daily Profit (%) | 0.4409 | 0.4737 | -0.0328 | 0 | 0.1272 | 0 |
Buy And Hold Return (%) | 310.0014 | 310.0014 | 310.0014 | 310.0014 | 310.0014 | 310.0014 |
Max Trade Drawdown | -203413 | -143255 | -145723 | -3627414 | -1859746 | -3148523 |
Profit Factor | 2.3512 | 4.4613 | 0.8269 | 0.9364 | 1.3901 | 0.6767 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 14 | 18 | 34 | 19 | 15 |
Losing Trades | 36 | 20 | 16 | 34 | 15 | 19 |
Profitability (%) | 47.0588 | 41.1765 | 52.9412 | 50 | 55.8824 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.6451 | 6.3734 | 0.735 | 0.9364 | 1.0974 | 0.8571 |
Largest Winning Trade | 626652 | 626652 | 57411 | 1612259 | 1612259 | 774618 |
Largest Losing Trade | -135921 | -24612 | -135921 | -2927931 | -613104 | -2927931 |
Avg Bars in Trades | 105 | 95 | 114 | 105 | 95 | 114 |
Avg Bars in Winners | 132 | 117 | 143 | 113 | 110 | 116 |
Avg Bars in Losers | 81 | 80 | 82 | 97 | 77 | 113 |
Bars Traded | 7159 | 3258 | 3901 | 7159 | 3258 | 3901 |
Profit Streak | 0 | 47.0647 | 0 | 21.8147 | 0 | 28.5647 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103753 | 419659 | -580413 | -693728 | -24358 | -582542 |
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "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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