Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1949137.9729 | 1915525.8184 | 33612.1545 | 1198193.0727 | 1319930.6392 | -121737.5665 |
Total P&L (%) | 1949.138 | 1915.5258 | 33.6122 | 1198.1931 | 1319.9306 | -121.7376 |
Avg Daily Profit (%) | 1.0416 | 1.0237 | 0.018 | 0.1371 | 0.1419 | 0 |
Buy And Hold Return (%) | 475.5491 | 475.5491 | 475.5491 | 475.5491 | 475.5491 | 475.5491 |
Max Trade Drawdown | -106047 | -133985 | -90389 | -3734730 | -3637809 | -2152990 |
Profit Factor | 3.9605 | 5.9954 | 1.1223 | 1.0945 | 1.1726 | 0.9758 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 40.6593 | 36.9565 | 44.4444 | 40.6593 | 36.9565 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.7802 | 10.2275 | 1.4028 | 1.5974 | 2.0003 | 1.2198 |
Largest Winning Trade | 1408750 | 1408750 | 54215 | 4008739 | 4008739 | 921493 |
Largest Losing Trade | -54199 | -34339 | -54199 | -1657021 | -1240562 | -1657021 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 116 | 115 | 118 | 116 | 115 | 118 |
Avg Bars in Losers | 55 | 50 | 61 | 55 | 50 | 61 |
Bars Traded | 7317 | 3428 | 3889 | 7317 | 3428 | 3889 |
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 | 535831 | 528797 | -422770 | -132002 | -41085 | -581205 |
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{ "first_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 83, "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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