Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942219.8649 | 758202.3962 | 184017.4687 | 3315159.6048 | -703787.0092 | 4018946.6139 |
Total P&L (%) | 942.2199 | 758.2024 | 184.0175 | 3315.1596 | -703.787 | 4018.9466 |
Avg Daily Profit (%) | 0.389 | 0.313 | 0.076 | 0.1459 | 0 | 0.1536 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125191 | -101713 | -133995 | -5794173 | -4962061 | -1883466 |
Profit Factor | 2.2584 | 2.928 | 1.5176 | 1.1642 | 0.942 | 1.4983 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 48 | 19 | 29 | 48 | 19 | 29 |
Losing Trades | 86 | 48 | 38 | 86 | 48 | 38 |
Profitability (%) | 35.8209 | 28.3582 | 43.2836 | 35.8209 | 28.3582 | 43.2836 |
Ratio Avg Win / Avg Loss | 4.0463 | 7.3971 | 1.9886 | 2.0858 | 2.3797 | 1.9632 |
Largest Winning Trade | 307057 | 307057 | 64408 | 3159314 | 3159314 | 2573553 |
Largest Losing Trade | -42320 | -34247 | -42320 | -1462985 | -1204838 | -1462985 |
Avg Bars in Trades | 35 | 31 | 38 | 35 | 31 | 38 |
Avg Bars in Winners | 60 | 60 | 60 | 60 | 60 | 60 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 4707 | 2132 | 2575 | 4707 | 2132 | 2575 |
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 | 316552 | -117376 | -208548 | -41849 | -709972 | -109522 |
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{ "first_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 17, "offset": 0, "poles": 2 } } }
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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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