Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 348656.2693 | 197766.8014 | 150889.468 | -41878.9932 | -13501.5693 | -28377.4238 |
Total P&L (%) | 348.6563 | 197.7668 | 150.8895 | -41.879 | -13.5016 | -28.3774 |
Avg Daily Profit (%) | 0.1835 | 0.1041 | 0.0794 | -0.0285 | -0.0076 | -0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134759 | -96989 | -175943 | -225079 | -68109 | -218575 |
Profit Factor | 1.3908 | 1.4681 | 1.3213 | 0.9416 | 0.9551 | 0.9318 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 85 | 39 | 46 | 85 | 39 | 46 |
Losing Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Profitability (%) | 53.125 | 48.75 | 57.5 | 53.125 | 48.75 | 57.5 |
Ratio Avg Win / Avg Loss | 1.2272 | 1.5434 | 0.9766 | 0.8308 | 1.0041 | 0.6887 |
Largest Winning Trade | 140164 | 140164 | 51240 | 68316 | 68316 | 36868 |
Largest Losing Trade | -87871 | -52990 | -87871 | -159863 | -36513 | -159863 |
Avg Bars in Trades | 46 | 47 | 45 | 46 | 47 | 45 |
Avg Bars in Winners | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Losers | 44 | 46 | 41 | 44 | 46 | 41 |
Bars Traded | 7423 | 3797 | 3626 | 7423 | 3797 | 3626 |
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 | 337026 | -71781 | -106607 | -579534 | -599055 | -598986 |
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{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 232, "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) |
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