Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596210.8303 | 461487.2907 | 134723.5396 | 1023945.6437 | 1023882.8767 | 62.7669 |
Total P&L (%) | 596.2108 | 461.4873 | 134.7235 | 1023.9456 | 1023.8829 | 0.0628 |
Avg Daily Profit (%) | 0.2384 | 0.1845 | 0.0539 | 0.0968 | 0.0968 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125887 | -130064 | -97866 | -1434426 | -1071768 | -827232 |
Profit Factor | 1.6919 | 2.1114 | 1.3018 | 1.1658 | 1.3408 | 1 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 110 | 56 | 54 | 110 | 56 | 54 |
Profitability (%) | 39.8907 | 38.4615 | 41.3043 | 39.8907 | 38.4615 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.5495 | 3.3783 | 1.8499 | 1.7566 | 2.1453 | 1.4211 |
Largest Winning Trade | 229357 | 229357 | 50669 | 577634 | 577634 | 397340 |
Largest Losing Trade | -47049 | -29654 | -47049 | -581556 | -498309 | -581556 |
Avg Bars in Trades | 80 | 76 | 84 | 80 | 76 | 84 |
Avg Bars in Winners | 137 | 128 | 144 | 137 | 128 | 144 |
Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
Bars Traded | 14742 | 6923 | 7819 | 14742 | 6923 | 7819 |
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 | 309546 | 241410 | -123466 | -103389 | -66699 | -582746 |
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 33, "offset": 0, "poles": 2 } } }
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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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