Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472679.3069 | 378495.0201 | 94184.2867 | 72075.0894 | 698869.6919 | -626794.6025 |
Total P&L (%) | 472.6793 | 378.495 | 94.1843 | 72.0751 | 698.8697 | -626.7946 |
Avg Daily Profit (%) | 0.2485 | 0.199 | 0.0495 | 0.0285 | 0.1093 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160424 | -145871 | -145015 | -867440 | -245158 | -1070707 |
Profit Factor | 1.5744 | 1.8553 | 1.2476 | 1.0308 | 1.8363 | 0.5824 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 66 | 29 | 37 | 66 | 29 | 37 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 50.3817 | 43.9394 | 56.9231 | 50.3817 | 43.9394 | 56.9231 |
Ratio Avg Win / Avg Loss | 1.5505 | 2.3671 | 0.9441 | 1.0152 | 2.3429 | 0.4407 |
Largest Winning Trade | 214259 | 214259 | 54752 | 295413 | 295413 | 138827 |
Largest Losing Trade | -66669 | -51353 | -66669 | -611827 | -157077 | -611827 |
Avg Bars in Trades | 56 | 52 | 61 | 56 | 52 | 61 |
Avg Bars in Winners | 72 | 68 | 75 | 72 | 68 | 75 |
Avg Bars in Losers | 40 | 38 | 42 | 40 | 38 | 42 |
Bars Traded | 7409 | 3437 | 3972 | 7409 | 3437 | 3972 |
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 | 406943 | -115681 | -259467 | -340951 | -169966 | -711560 |
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{ "first_band": { "type": "pwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 105, "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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