Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63208.7382 | 17044.6629 | 46164.0753 | 74065.398 | 23502.7752 | 50562.6228 |
Total P&L (%) | 63.2087 | 17.0447 | 46.1641 | 74.0654 | 23.5028 | 50.5626 |
Avg Daily Profit (%) | 0.7281 | 0.1963 | 0.5318 | 0.6405 | 0.2435 | 0.4725 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24231 | -13731 | -13887 | -22579 | -13339 | -12401 |
Profit Factor | 1.7065 | 1.4025 | 1.9798 | 1.8347 | 1.5726 | 2.0603 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 51.9084 | 53.0303 | 50.7692 | 51.9084 | 53.0303 | 50.7692 |
Ratio Avg Win / Avg Loss | 1.581 | 1.2422 | 1.9198 | 1.6998 | 1.3929 | 1.9979 |
Largest Winning Trade | 31102 | 12646 | 31102 | 38002 | 20257 | 38002 |
Largest Losing Trade | -7973 | -5477 | -7973 | -6929 | -5499 | -6929 |
Avg Bars in Trades | 188 | 188 | 188 | 188 | 188 | 188 |
Avg Bars in Winners | 183 | 154 | 214 | 183 | 154 | 214 |
Avg Bars in Losers | 193 | 226 | 161 | 193 | 226 | 161 |
Bars Traded | 24694 | 12448 | 12246 | 24694 | 12448 | 12246 |
Profit Streak | 0.5327 | 2.5432 | 0 | 0.5327 | 2.5432 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365284 | -127389 | -120983 | 363533 | -121641 | -120956 |
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{ "first_band": { "type": "pwma", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 227, "offset": 215, "poles": 3 } } }
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# | 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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