Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070459.6046 | 960648.29 | 109811.3146 | 8622309.7445 | 42899974.1787 | -34277664.4341 |
Total P&L (%) | 1070.4596 | 960.6483 | 109.8113 | 8622.3097 | 42899.9742 | -34277.6644 |
Avg Daily Profit (%) | 0.5897 | 0.5292 | 0.0605 | 0.2465 | 0.3346 | 0 |
Buy And Hold Return (%) | 559.1422 | 559.1422 | 559.1422 | 559.1422 | 559.1422 | 559.1422 |
Max Trade Drawdown | -208342 | -117512 | -115606 | -103439488 | -54222946 | -61994807 |
Profit Factor | 2.0195 | 2.9731 | 1.195 | 1.0334 | 1.3598 | 0.7527 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 99 | 47 | 52 | 99 | 47 | 52 |
Losing Trades | 115 | 60 | 55 | 115 | 60 | 55 |
Profitability (%) | 46.2617 | 43.9252 | 48.5981 | 46.2617 | 43.9252 | 48.5981 |
Ratio Avg Win / Avg Loss | 2.3459 | 3.7954 | 1.2639 | 1.2005 | 1.7359 | 0.7962 |
Largest Winning Trade | 277028 | 277028 | 57334 | 58120568 | 58120568 | 9720633 |
Largest Losing Trade | -39140 | -39140 | -33177 | -21024587 | -19821568 | -21024587 |
Avg Bars in Trades | 24 | 25 | 23 | 24 | 25 | 23 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5287 | 2723 | 2564 | 5287 | 2723 | 2564 |
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 | 276882 | 194654 | -284488 | -175368 | 302195 | -581314 |
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{ "first_band": { "type": "pwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 112, "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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