Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821549.6073 | 650265.7057 | 171283.9016 | 1129099.1541 | 1290801.1467 | -161701.9926 |
Total P&L (%) | 821.5496 | 650.2657 | 171.2839 | 1129.0992 | 1290.8011 | -161.702 |
Avg Daily Profit (%) | 0.5136 | 0.4065 | 0.1071 | 0.157 | 0.1647 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122224 | -129762 | -74345 | -2314368 | -1355503 | -1256595 |
Profit Factor | 1.8617 | 2.1874 | 1.4221 | 1.1411 | 1.2964 | 0.9556 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 89 | 37 | 52 | 89 | 37 | 52 |
Losing Trades | 89 | 52 | 37 | 89 | 52 | 37 |
Profitability (%) | 50 | 41.573 | 58.427 | 50 | 41.573 | 58.427 |
Ratio Avg Win / Avg Loss | 1.8617 | 3.0742 | 1.0119 | 1.1411 | 1.8219 | 0.68 |
Largest Winning Trade | 308659 | 308659 | 37409 | 2022765 | 2022765 | 282510 |
Largest Losing Trade | -43759 | -36940 | -43759 | -861651 | -555553 | -861651 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 41 | 43 | 39 | 41 | 43 | 39 |
Avg Bars in Losers | 28 | 29 | 27 | 28 | 29 | 27 |
Bars Traded | 6232 | 3166 | 3066 | 6232 | 3166 | 3066 |
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 | 546621 | 373372 | -48418 | -56699 | 191357 | -580001 |
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{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 225, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 225, "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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