Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385756.7073 | 324296.0284 | 61460.6789 | -39355.9548 | 112824.1344 | -152180.0891 |
Total P&L (%) | 385.7567 | 324.296 | 61.4607 | -39.356 | 112.8241 | -152.1801 |
Avg Daily Profit (%) | 0.2028 | 0.1705 | 0.0323 | -0.0263 | 0.0397 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140786 | -115470 | -108905 | -483873 | -348450 | -361616 |
Profit Factor | 1.4032 | 1.6548 | 1.1332 | 0.9796 | 1.1232 | 0.8493 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 53.7313 | 50.7463 | 56.7164 | 53.7313 | 50.7463 | 56.7164 |
Ratio Avg Win / Avg Loss | 1.2083 | 1.6061 | 0.8648 | 0.8435 | 1.0902 | 0.6482 |
Largest Winning Trade | 253697 | 253697 | 39748 | 186177 | 186177 | 126999 |
Largest Losing Trade | -60287 | -44895 | -60287 | -239399 | -85142 | -239399 |
Avg Bars in Trades | 54 | 51 | 57 | 54 | 51 | 57 |
Avg Bars in Winners | 62 | 60 | 64 | 62 | 60 | 64 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 7331 | 3472 | 3859 | 7331 | 3472 | 3859 |
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 | 331145 | -106080 | -341763 | -579939 | -341392 | -696587 |
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{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 188, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 188, "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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