Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428154.64 | 340250.9891 | 87903.6509 | 1075224.5553 | 1453036.0987 | -377811.5433 |
Total P&L (%) | 428.1546 | 340.251 | 87.9037 | 1075.2246 | 1453.0361 | -377.8115 |
Avg Daily Profit (%) | 0.2516 | 0.1999 | 0.0516 | 0.1449 | 0.1613 | 0 |
Buy And Hold Return (%) | 107.8451 | 107.8451 | 107.8451 | 107.8451 | 107.8451 | 107.8451 |
Max Trade Drawdown | -75400 | -38146 | -58703 | -2547898 | -1021951 | -1690549 |
Profit Factor | 2.2734 | 3.3647 | 1.457 | 1.172 | 1.6393 | 0.905 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.0606 | 54.5455 | 57.5758 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.7819 | 2.8039 | 1.0736 | 0.9186 | 1.3661 | 0.6668 |
Largest Winning Trade | 123874 | 123874 | 47375 | 673038 | 645019 | 673038 |
Largest Losing Trade | -58703 | -32168 | -58703 | -1670588 | -573936 | -1670588 |
Avg Bars in Trades | 48 | 52 | 45 | 48 | 52 | 45 |
Avg Bars in Winners | 54 | 57 | 52 | 54 | 57 | 52 |
Avg Bars in Losers | 41 | 46 | 36 | 41 | 46 | 36 |
Bars Traded | 3226 | 1725 | 1501 | 3226 | 1725 | 1501 |
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 | -117573 | 419226 | -287720 | -159877 | 369512 | -579820 |
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{ "first_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 245, "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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