Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205618.2578 | 50882.3545 | 154735.9033 | 41802.2252 | -116333.1119 | 158135.3371 |
Total P&L (%) | 205.6183 | 50.8824 | 154.7359 | 41.8022 | -116.3331 | 158.1353 |
Avg Daily Profit (%) | 0.1591 | 0.0394 | 0.1197 | 0.027 | 0 | 0.0734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225807 | -176094 | -86991 | -860490 | -654265 | -254672 |
Profit Factor | 1.3266 | 1.1467 | 1.5469 | 1.0204 | 0.8946 | 1.1672 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 54.2636 | 49.2308 | 59.375 | 54.2636 | 49.2308 | 59.375 |
Ratio Avg Win / Avg Loss | 1.1181 | 1.1826 | 1.0584 | 0.8601 | 0.9225 | 0.7986 |
Largest Winning Trade | 95971 | 95971 | 72947 | 238813 | 238813 | 142957 |
Largest Losing Trade | -37672 | -30811 | -37672 | -254672 | -138517 | -254672 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 28 | 29 | 27 | 28 | 29 | 27 |
Avg Bars in Losers | 30 | 30 | 30 | 30 | 30 | 30 |
Bars Traded | 3795 | 1968 | 1827 | 3795 | 1968 | 1827 |
Profit Streak | 76.1847 | 108.5181 | 76.1847 | 76.1847 | 108.5181 | 76.1847 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371305 | -331201 | -167835 | -355788 | -711291 | -269491 |
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{ "first_band": { "type": "pwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 117, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 117, "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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