Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426658.5982 | 228446.6954 | 198211.9028 | 280082.4566 | 83937.2163 | 196145.2403 |
Total P&L (%) | 426.6586 | 228.4467 | 198.2119 | 280.0825 | 83.9372 | 196.1452 |
Avg Daily Profit (%) | 0.2255 | 0.1207 | 0.1047 | 0.0706 | 0.0322 | 0.0574 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119594 | -114731 | -62209 | -609939 | -510569 | -324012 |
Profit Factor | 1.4489 | 1.4445 | 1.4541 | 1.077 | 1.0447 | 1.1114 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 91 | 40 | 51 | 91 | 40 | 51 |
Losing Trades | 103 | 57 | 46 | 103 | 57 | 46 |
Profitability (%) | 46.9072 | 41.2371 | 52.5773 | 46.9072 | 41.2371 | 52.5773 |
Ratio Avg Win / Avg Loss | 1.64 | 2.0584 | 1.3116 | 1.219 | 1.4887 | 1.0024 |
Largest Winning Trade | 121583 | 121583 | 50403 | 299064 | 299064 | 171093 |
Largest Losing Trade | -34280 | -27988 | -34280 | -248074 | -155810 | -248074 |
Avg Bars in Trades | 38 | 36 | 39 | 38 | 36 | 39 |
Avg Bars in Winners | 44 | 42 | 46 | 44 | 42 | 46 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 7420 | 3549 | 3870 | 7420 | 3549 | 3870 |
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 | 351241 | -33461 | -52076 | -234745 | -324935 | -214234 |
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{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "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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