Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804812.0002 | 694517.2828 | 110294.7175 | 2031929.4714 | 1691829.8034 | 340099.668 |
Total P&L (%) | 804.812 | 694.5173 | 110.2947 | 2031.9295 | 1691.8298 | 340.0997 |
Avg Daily Profit (%) | 0.4355 | 0.3758 | 0.0597 | 0.1657 | 0.1563 | 0.0802 |
Buy And Hold Return (%) | 163.8217 | 163.8217 | 163.8217 | 163.8217 | 163.8217 | 163.8217 |
Max Trade Drawdown | -74061 | -58844 | -66052 | -2417381 | -1655700 | -2429304 |
Profit Factor | 2.1369 | 3.0668 | 1.2966 | 1.1215 | 1.219 | 1.0378 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 80 | 39 | 41 | 80 | 39 | 41 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 52.2876 | 50.6494 | 53.9474 | 52.2876 | 50.6494 | 53.9474 |
Ratio Avg Win / Avg Loss | 1.9499 | 2.9882 | 1.1069 | 1.0233 | 1.1877 | 0.8859 |
Largest Winning Trade | 474715 | 474715 | 49272 | 1382701 | 1382701 | 853484 |
Largest Losing Trade | -43025 | -26936 | -43025 | -1197806 | -638532 | -1197806 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 44 | 48 | 41 | 44 | 48 | 41 |
Avg Bars in Losers | 24 | 21 | 27 | 24 | 21 | 27 |
Bars Traded | 5320 | 2676 | 2644 | 5320 | 2676 | 2644 |
Profit Streak | 0 | 0 | 55.4887 | 0 | 0 | 55.4887 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496887 | -28483 | -327328 | -78088 | -34621 | -321259 |
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 96, "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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