Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1215630.5378 | 1112487.147 | 103143.3908 | 6973975.8877 | 9322004.4315 | -2348028.5438 |
Total P&L (%) | 1215.6305 | 1112.4871 | 103.1434 | 6973.9759 | 9322.0044 | -2348.0285 |
Avg Daily Profit (%) | 0.6696 | 0.6128 | 0.0568 | 0.2349 | 0.2507 | 0 |
Buy And Hold Return (%) | 679.0463 | 679.0463 | 679.0463 | 679.0463 | 679.0463 | 679.0463 |
Max Trade Drawdown | -78150 | -73871 | -93836 | -3655915 | -2386214 | -4930956 |
Profit Factor | 3.6289 | 6.7658 | 1.3828 | 1.3453 | 2.2861 | 0.8186 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 53.7313 | 57.5758 | 50 | 53.7313 | 57.5758 | 50 |
Ratio Avg Win / Avg Loss | 3.1249 | 4.9854 | 1.3828 | 1.1585 | 1.6845 | 0.8186 |
Largest Winning Trade | 652787 | 652787 | 71813 | 4146745 | 4146745 | 3000018 |
Largest Losing Trade | -54718 | -31222 | -54718 | -2880038 | -937623 | -2880038 |
Avg Bars in Trades | 103 | 98 | 107 | 103 | 98 | 107 |
Avg Bars in Winners | 117 | 105 | 131 | 117 | 105 | 131 |
Avg Bars in Losers | 87 | 90 | 84 | 87 | 90 | 84 |
Bars Traded | 6930 | 3260 | 3670 | 6930 | 3260 | 3670 |
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 | -109962 | 423038 | -282261 | -111819 | 496099 | -580795 |
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 26 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 26 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "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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