Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258041.0456 | 330965.8856 | -72924.8401 | -111306.6033 | 179078.8431 | -290385.4464 |
Total P&L (%) | 258.041 | 330.9659 | -72.9248 | -111.3066 | 179.0788 | -290.3854 |
Avg Daily Profit (%) | 0.137 | 0.1757 | -0.0387 | 0 | 0.0545 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -209471 | -82513 | -153638 | -444189 | -245121 | -291035 |
Profit Factor | 1.3507 | 1.9289 | 0.8078 | 0.8905 | 1.3865 | 0.4751 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 39 | 20 | 19 | 37 | 20 | 17 |
Losing Trades | 43 | 21 | 22 | 45 | 21 | 24 |
Profitability (%) | 47.561 | 48.7805 | 46.3415 | 45.122 | 48.7805 | 41.4634 |
Ratio Avg Win / Avg Loss | 1.4892 | 2.0254 | 0.9354 | 1.083 | 1.4558 | 0.6707 |
Largest Winning Trade | 194117 | 194117 | 46745 | 239083 | 239083 | 93457 |
Largest Losing Trade | -108291 | -48873 | -108291 | -166188 | -148477 | -166188 |
Avg Bars in Trades | 43 | 47 | 39 | 43 | 47 | 39 |
Avg Bars in Winners | 44 | 45 | 43 | 46 | 49 | 42 |
Avg Bars in Losers | 42 | 50 | 35 | 41 | 45 | 37 |
Bars Traded | 3568 | 1953 | 1615 | 3568 | 1953 | 1615 |
Profit Streak | 127.9827 | 127.9827 | 171.9827 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18168 | 403371 | -580810 | -589785 | -119977 | -584062 |
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{ "first_band": { "type": "pwma", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 157, "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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