Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 907263.5082 | 952485.3067 | -45221.7985 | 320365.6689 | 1089952.4504 | -769586.7815 |
Total P&L (%) | 907.2635 | 952.4853 | -45.2218 | 320.3657 | 1089.9525 | -769.5868 |
Avg Daily Profit (%) | 0.5006 | 0.5255 | -0.025 | 0.0793 | 0.1367 | 0 |
Buy And Hold Return (%) | 604.4909 | 604.4909 | 604.4909 | 604.4909 | 604.4909 | 604.4909 |
Max Trade Drawdown | -131878 | -90805 | -115510 | -1007233 | -576586 | -839358 |
Profit Factor | 2.623 | 5.3679 | 0.8674 | 1.1072 | 1.9007 | 0.5673 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 46.6667 | 50 | 43.3333 | 46.6667 | 50 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.9977 | 5.3679 | 1.1343 | 1.2654 | 1.9007 | 0.7418 |
Largest Winning Trade | 495489 | 495489 | 76230 | 727613 | 727613 | 201340 |
Largest Losing Trade | -55757 | -42351 | -55757 | -369031 | -237969 | -369031 |
Avg Bars in Trades | 57 | 54 | 60 | 57 | 54 | 60 |
Avg Bars in Winners | 79 | 71 | 88 | 79 | 71 | 88 |
Avg Bars in Losers | 38 | 37 | 39 | 38 | 37 | 39 |
Bars Traded | 3466 | 1639 | 1827 | 3466 | 1639 | 1827 |
Profit Streak | 55.24 | 94.74 | 55.24 | 55.24 | 94.74 | 55.24 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168420 | 348435 | -581189 | -529331 | -14166 | -582856 |
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{ "first_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 87, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 87, "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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