Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1095889.108 | 861139.538 | 234749.5699 | 37898745.9703 | 58943358.7959 | -21044612.8256 |
Total P&L (%) | 1095.8891 | 861.1395 | 234.7496 | 37898.746 | 58943.3588 | -21044.6128 |
Avg Daily Profit (%) | 0.4383 | 0.3444 | 0.0939 | 0.2379 | 0.2555 | 0 |
Buy And Hold Return (%) | 722.5675 | 722.5675 | 722.5675 | 722.5675 | 722.5675 | 722.5675 |
Max Trade Drawdown | -91238 | -40672 | -88246 | -37341483 | -2152337 | -39786671 |
Profit Factor | 3.9973 | 7.8541 | 1.9782 | 1.694 | 7.2199 | 0.5337 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 31 | 19 | 12 | 31 | 19 | 12 |
Profitability (%) | 65.9341 | 57.7778 | 73.913 | 65.9341 | 57.7778 | 73.913 |
Ratio Avg Win / Avg Loss | 2.0653 | 5.7395 | 0.6982 | 0.8752 | 5.2761 | 0.1884 |
Largest Winning Trade | 278228 | 278228 | 49062 | 38588673 | 38588673 | 3869577 |
Largest Losing Trade | -83729 | -39607 | -83729 | -36187401 | -1997003 | -36187401 |
Avg Bars in Trades | 80 | 87 | 73 | 80 | 87 | 73 |
Avg Bars in Winners | 78 | 85 | 73 | 78 | 85 | 73 |
Avg Bars in Losers | 82 | 89 | 72 | 82 | 89 | 72 |
Bars Traded | 7304 | 3927 | 3377 | 7304 | 3927 | 3377 |
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 | 345927 | -87239 | -229247 | 409655 | 652134 | -577604 |
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{ "first_band": { "type": "pwma", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 158, "offset": 90, "poles": 2 } } }
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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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