Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646783.7965 | 418195.9812 | 228587.8153 | 807402.7375 | -86446.0737 | 893848.8112 |
Total P&L (%) | 646.7838 | 418.196 | 228.5878 | 807.4027 | -86.4461 | 893.8488 |
Avg Daily Profit (%) | 0.3568 | 0.2307 | 0.1261 | 0.1217 | -0.1102 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130449 | -130566 | -52897 | -620350 | -549257 | -271102 |
Profit Factor | 1.7921 | 1.8829 | 1.6667 | 1.1755 | 0.9676 | 1.4618 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 94 | 40 | 54 | 94 | 40 | 54 |
Losing Trades | 88 | 51 | 37 | 88 | 51 | 37 |
Profitability (%) | 51.6484 | 43.956 | 59.3407 | 51.6484 | 43.956 | 59.3407 |
Ratio Avg Win / Avg Loss | 1.6777 | 2.4006 | 1.142 | 1.1005 | 1.2336 | 1.0016 |
Largest Winning Trade | 337784 | 337784 | 62218 | 314532 | 314532 | 314286 |
Largest Losing Trade | -40955 | -25882 | -40955 | -271102 | -188590 | -271102 |
Avg Bars in Trades | 58 | 51 | 65 | 58 | 51 | 65 |
Avg Bars in Winners | 67 | 61 | 72 | 67 | 61 | 72 |
Avg Bars in Losers | 48 | 42 | 55 | 48 | 42 | 55 |
Bars Traded | 10611 | 4645 | 5966 | 10611 | 4645 | 5966 |
Profit Streak | 0 | 0 | 47.5235 | 0 | 0 | 47.5235 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501966 | 316657 | -21175 | -56367 | -581772 | -20849 |
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{ "first_band": { "type": "pwma", "factors": { "length": 191, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 212, "offset": 0, "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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