Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351307.3725 | 148433.2564 | 202874.1162 | 35922.5235 | -32118.1927 | 68040.7161 |
Total P&L (%) | 351.3074 | 148.4333 | 202.8741 | 35.9225 | -32.1182 | 68.0407 |
Avg Daily Profit (%) | 0.2123 | 0.0897 | 0.1226 | 0.0186 | -0.0234 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209795 | -150943 | -153212 | -133925 | -75043 | -69042 |
Profit Factor | 1.2202 | 1.1717 | 1.2775 | 1.0713 | 0.8926 | 1.3323 |
Total Trades | 423 | 212 | 211 | 423 | 212 | 211 |
Winning Trades | 212 | 104 | 108 | 212 | 104 | 108 |
Losing Trades | 211 | 108 | 103 | 211 | 108 | 103 |
Profitability (%) | 50.1182 | 49.0566 | 51.1848 | 50.1182 | 49.0566 | 51.1848 |
Ratio Avg Win / Avg Loss | 1.2144 | 1.2168 | 1.2184 | 1.0663 | 0.9269 | 1.2706 |
Largest Winning Trade | 93568 | 93568 | 36206 | 38678 | 38678 | 18812 |
Largest Losing Trade | -45106 | -43822 | -45106 | -42557 | -26264 | -42557 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 17 | 17 | 16 | 17 | 17 | 16 |
Bars Traded | 6586 | 3302 | 3284 | 6586 | 3302 | 3284 |
Profit Streak | 0 | 0 | 8.8353 | 0 | 0 | 8.8353 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353757 | -104392 | -27717 | -310242 | -580312 | -149171 |
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{ "first_band": { "type": "pwma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 52, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 52, "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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