Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 373295.5136 | 401848.417 | -28552.9034 | -225942.2055 | 97921.7503 | -323863.9558 |
Total P&L (%) | 373.2955 | 401.8484 | -28.5529 | -225.9422 | 97.9218 | -323.864 |
Avg Daily Profit (%) | 0.1926 | 0.2073 | -0.0147 | 0 | 0.0352 | 0 |
Buy And Hold Return (%) | 12.7771 | 12.7771 | 12.7771 | 12.7771 | 12.7771 | 12.7771 |
Max Trade Drawdown | -171936 | -130197 | -287964 | -331698 | -113993 | -314729 |
Profit Factor | 1.2319 | 1.4986 | 0.9645 | 0.7916 | 1.2153 | 0.4855 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 164 | 76 | 88 | 151 | 86 | 65 |
Losing Trades | 154 | 83 | 71 | 167 | 73 | 94 |
Profitability (%) | 51.5723 | 47.7987 | 55.3459 | 47.4843 | 54.0881 | 40.8805 |
Ratio Avg Win / Avg Loss | 1.1568 | 1.6366 | 0.7782 | 0.8755 | 1.0316 | 0.7021 |
Largest Winning Trade | 149594 | 149594 | 26082 | 77326 | 77326 | 24846 |
Largest Losing Trade | -136093 | -47803 | -136093 | -94276 | -39469 | -94276 |
Avg Bars in Trades | 72 | 68 | 76 | 72 | 68 | 76 |
Avg Bars in Winners | 65 | 57 | 73 | 75 | 75 | 76 |
Avg Bars in Losers | 79 | 78 | 80 | 69 | 59 | 76 |
Bars Traded | 22986 | 10841 | 12144 | 22986 | 10841 | 12144 |
Profit Streak | 0 | 0 | 29.0012 | 11.0846 | 15.0846 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327314 | 342483 | -578801 | -579453 | -144879 | -584046 |
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{ "first_band": { "type": "wma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "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) |
---|