Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384376.3371 | 541302.367 | -156926.03 | -98117.9413 | -82843.5653 | -15274.3761 |
Total P&L (%) | 384.3763 | 541.3024 | -156.926 | -98.1179 | -82.8436 | -15.2744 |
Avg Daily Profit (%) | 0.1659 | 0.2336 | -0.0677 | -0.1713 | -0.0761 | -0.0072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285827 | -182899 | -297546 | -119750 | -83736 | -61772 |
Profit Factor | 1.195 | 1.5361 | 0.8368 | 0.6744 | 0.5393 | 0.8743 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 160 | 77 | 83 | 160 | 77 | 83 |
Losing Trades | 170 | 88 | 82 | 170 | 88 | 82 |
Profitability (%) | 48.4848 | 46.6667 | 50.303 | 48.4848 | 46.6667 | 50.303 |
Ratio Avg Win / Avg Loss | 1.2697 | 1.7555 | 0.8268 | 0.7166 | 0.6164 | 0.8638 |
Largest Winning Trade | 470847 | 470847 | 43107 | 21063 | 21063 | 17174 |
Largest Losing Trade | -59085 | -59085 | -35626 | -22194 | -22194 | -21632 |
Avg Bars in Trades | 41 | 40 | 42 | 41 | 40 | 42 |
Avg Bars in Winners | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Losers | 32 | 30 | 33 | 32 | 30 | 33 |
Bars Traded | 13768 | 6718 | 7050 | 13768 | 6718 | 7050 |
Profit Streak | 15.3123 | 0 | 23.3123 | 15.3123 | 0 | 23.3123 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 107577 | 359121 | -579883 | -579058 | -581765 | -579883 |
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{ "first_band": { "type": "pwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 199, "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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