Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161019.5733 | 1038861.7888 | 122157.7845 | 9868148.059 | 6925270.699 | 2942877.36 |
Total P&L (%) | 1161.0196 | 1038.8618 | 122.1578 | 9868.1481 | 6925.2707 | 2942.8774 |
Avg Daily Profit (%) | 0.4912 | 0.4395 | 0.0517 | 0.1949 | 0.1801 | 0.1446 |
Buy And Hold Return (%) | 525.1102 | 525.1102 | 525.1102 | 525.1102 | 525.1102 | 525.1102 |
Max Trade Drawdown | -163123 | -181290 | -86344 | -9524069 | -7729558 | -4984406 |
Profit Factor | 2.7993 | 3.8551 | 1.4341 | 1.2845 | 1.3331 | 1.2118 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.0588 | 45 | 49.1525 | 47.0588 | 45 | 49.1525 |
Ratio Avg Win / Avg Loss | 3.1492 | 4.7118 | 1.4835 | 1.445 | 1.6293 | 1.2536 |
Largest Winning Trade | 461803 | 461803 | 58570 | 8720092 | 8720092 | 4081981 |
Largest Losing Trade | -36653 | -33589 | -36653 | -3403080 | -3403080 | -2990533 |
Avg Bars in Trades | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Winners | 111 | 103 | 118 | 111 | 103 | 118 |
Avg Bars in Losers | 48 | 50 | 46 | 48 | 50 | 46 |
Bars Traded | 9290 | 4466 | 4824 | 9290 | 4466 | 4824 |
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 | 344123 | -161117 | -465783 | 257583 | -161860 | -177991 |
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 113, "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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