Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369847.1156 | 1351136.3803 | 18710.7353 | 242085.255 | -68834.0395 | 310919.2944 |
Total P&L (%) | 1369.8471 | 1351.1364 | 18.7107 | 242.0853 | -68.834 | 310.9193 |
Avg Daily Profit (%) | 0.7347 | 0.7247 | 0.01 | 0.066 | -0.0625 | 0.0758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144504 | -117908 | -78143 | -1544829 | -1386818 | -424700 |
Profit Factor | 2.9914 | 5.0566 | 1.0527 | 1.0427 | 0.9778 | 1.1213 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 82 | 38 | 44 | 82 | 38 | 44 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 46.8571 | 43.1818 | 50.5747 | 46.8571 | 43.1818 | 50.5747 |
Ratio Avg Win / Avg Loss | 3.3927 | 6.6534 | 1.0288 | 1.1826 | 1.2866 | 1.0958 |
Largest Winning Trade | 1340913 | 1340913 | 63100 | 723677 | 723677 | 478055 |
Largest Losing Trade | -37411 | -27282 | -37411 | -482608 | -482608 | -424700 |
Avg Bars in Trades | 60 | 56 | 65 | 60 | 56 | 65 |
Avg Bars in Winners | 76 | 72 | 79 | 76 | 72 | 79 |
Avg Bars in Losers | 46 | 43 | 49 | 46 | 43 | 49 |
Bars Traded | 10595 | 4933 | 5662 | 10595 | 4933 | 5662 |
Profit Streak | 0 | 0 | 61.4144 | 0 | 0 | 61.4144 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 648563 | 625971 | -348965 | -278690 | -582081 | -178111 |
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{ "first_band": { "type": "pwma", "factors": { "length": 4, "offset": 162 } }, "second_band": { "type": "ssf", "factors": { "length": 240, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 4, "offset": 162 } }, "second_band": { "type": "ssf", "factors": { "length": 240, "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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