Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929770.5233 | 829182.7186 | 100587.8047 | 2151897.2934 | 1699250.4401 | 452646.8533 |
Total P&L (%) | 929.7705 | 829.1827 | 100.5878 | 2151.8973 | 1699.2504 | 452.6469 |
Avg Daily Profit (%) | 0.5043 | 0.4497 | 0.0546 | 0.1691 | 0.1569 | 0.0928 |
Buy And Hold Return (%) | 198.6359 | 198.6359 | 198.6359 | 198.6359 | 198.6359 | 198.6359 |
Max Trade Drawdown | -105559 | -59535 | -54901 | -702498 | -654844 | -680380 |
Profit Factor | 2.7601 | 4.0251 | 1.3958 | 1.4516 | 1.7147 | 1.1896 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 51 | 20 | 31 | 51 | 20 | 31 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 50.4951 | 39.2157 | 62 | 50.4951 | 39.2157 | 62 |
Ratio Avg Win / Avg Loss | 2.706 | 6.2389 | 0.8555 | 1.4231 | 2.6577 | 0.7291 |
Largest Winning Trade | 659233 | 659233 | 46227 | 589812 | 544563 | 589812 |
Largest Losing Trade | -27896 | -22673 | -27896 | -673144 | -370557 | -673144 |
Avg Bars in Trades | 69 | 68 | 69 | 69 | 68 | 69 |
Avg Bars in Winners | 96 | 121 | 81 | 96 | 121 | 81 |
Avg Bars in Losers | 40 | 35 | 50 | 40 | 35 | 50 |
Bars Traded | 6986 | 3510 | 3476 | 6986 | 3510 | 3476 |
Profit Streak | 0 | 0 | 85.4715 | 0 | 0 | 85.4715 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526373 | -169064 | -464781 | 328200 | -173330 | -265720 |
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 185, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 185, "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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