Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1913077.3575 | 1775091.8222 | 137985.5353 | 3499221.3935 | 369852.8383 | 3129368.5551 |
Total P&L (%) | 1913.0774 | 1775.0918 | 137.9855 | 3499.2214 | 369.8528 | 3129.3686 |
Avg Daily Profit (%) | 0.8241 | 0.7646 | 0.0594 | 0.1545 | 0.0667 | 0.1498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93759 | -80988 | -64407 | -8197390 | -7224547 | -5238568 |
Profit Factor | 3.986 | 6.6013 | 1.4262 | 1.1158 | 1.0223 | 1.2302 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 50.6024 | 45.2381 | 56.0976 | 50.6024 | 45.2381 | 56.0976 |
Ratio Avg Win / Avg Loss | 3.8911 | 7.991 | 1.1162 | 1.0893 | 1.2375 | 0.9627 |
Largest Winning Trade | 1499734 | 1499734 | 83482 | 4302111 | 3114829 | 4302111 |
Largest Losing Trade | -56281 | -35265 | -56281 | -4336900 | -2372007 | -4336900 |
Avg Bars in Trades | 106 | 94 | 118 | 106 | 94 | 118 |
Avg Bars in Winners | 139 | 126 | 151 | 139 | 126 | 151 |
Avg Bars in Losers | 71 | 67 | 76 | 71 | 67 | 76 |
Bars Traded | 8802 | 3953 | 4849 | 8802 | 3953 | 4849 |
Profit Streak | 0 | 0 | 82.777 | 0 | 0 | 82.777 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 685395 | 705001 | -111316 | -86657 | -301757 | 241570 |
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 249, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 249, "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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