Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898579.7063 | 1027936.5065 | -129356.8002 | -1091159.0086 | -286527.542 | -804631.4666 |
Total P&L (%) | 898.5797 | 1027.9365 | -129.3568 | -1091.159 | -286.5275 | -804.6315 |
Avg Daily Profit (%) | 0.4795 | 0.5485 | -0.069 | 0 | 0 | 0 |
Buy And Hold Return (%) | 512.3393 | 512.3393 | 512.3393 | 512.3393 | 512.3393 | 512.3393 |
Max Trade Drawdown | -216809 | -100618 | -269410 | -1520817 | -893529 | -1131002 |
Profit Factor | 2.3463 | 5.2661 | 0.6967 | 0.7478 | 0.8582 | 0.6511 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 28 | 13 | 15 | 30 | 16 | 14 |
Losing Trades | 33 | 17 | 16 | 31 | 14 | 17 |
Profitability (%) | 45.9016 | 43.3333 | 48.3871 | 49.1803 | 53.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.7653 | 6.8865 | 0.7431 | 0.7728 | 0.7509 | 0.7906 |
Largest Winning Trade | 750097 | 750097 | 56734 | 349807 | 221546 | 349807 |
Largest Losing Trade | -195065 | -32528 | -195065 | -646638 | -646638 | -437486 |
Avg Bars in Trades | 87 | 76 | 98 | 87 | 76 | 98 |
Avg Bars in Winners | 109 | 104 | 113 | 67 | 51 | 85 |
Avg Bars in Losers | 69 | 55 | 85 | 107 | 104 | 109 |
Bars Traded | 5364 | 2297 | 3067 | 5364 | 2297 | 3067 |
Profit Streak | 0 | 50.496 | 0 | 23.1627 | 0 | 153.496 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161228 | 363045 | -581445 | -746550 | -580393 | -581347 |
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{ "first_band": { "type": "pwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 3 } } }
# | 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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