Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865672.7199 | 776009.561 | 89663.1589 | 2525730.735 | 1670640.3516 | 855090.3834 |
Total P&L (%) | 865.6727 | 776.0096 | 89.6632 | 2525.7307 | 1670.6404 | 855.0904 |
Avg Daily Profit (%) | 0.4774 | 0.4279 | 0.0494 | 0.1804 | 0.1586 | 0.1245 |
Buy And Hold Return (%) | 174.5406 | 174.5406 | 174.5406 | 174.5406 | 174.5406 | 174.5406 |
Max Trade Drawdown | -100443 | -74318 | -92795 | -2330539 | -2275723 | -1161071 |
Profit Factor | 2.3094 | 3.1925 | 1.2919 | 1.2903 | 1.3431 | 1.2233 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 37.5 | 32.1429 | 42.8571 | 37.5 | 32.1429 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.8491 | 6.7398 | 1.7225 | 2.1506 | 2.8355 | 1.631 |
Largest Winning Trade | 285662 | 285662 | 77062 | 2491414 | 2491414 | 802046 |
Largest Losing Trade | -48210 | -33607 | -48210 | -961211 | -961211 | -796144 |
Avg Bars in Trades | 94 | 88 | 99 | 94 | 88 | 99 |
Avg Bars in Winners | 184 | 210 | 164 | 184 | 210 | 164 |
Avg Bars in Losers | 39 | 30 | 51 | 39 | 30 | 51 |
Bars Traded | 10531 | 4932 | 5599 | 10531 | 4932 | 5599 |
Profit Streak | 22.6547 | 36.6547 | 0 | 22.6547 | 36.6547 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339151 | -172471 | -474342 | 179639 | -177591 | -209886 |
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{ "first_band": { "type": "pwma", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 16, "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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