Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541131.9083 | 1503889.0948 | 37242.8135 | 350337.3069 | 649349.8034 | -299012.4966 |
Total P&L (%) | 1541.1319 | 1503.8891 | 37.2428 | 350.3373 | 649.3498 | -299.0125 |
Avg Daily Profit (%) | 0.8269 | 0.8069 | 0.02 | 0.0808 | 0.1081 | 0 |
Buy And Hold Return (%) | 69.3849 | 69.3849 | 69.3849 | 69.3849 | 69.3849 | 69.3849 |
Max Trade Drawdown | -114948 | -88143 | -76880 | -849767 | -561189 | -693912 |
Profit Factor | 3.5394 | 6.3135 | 1.115 | 1.1083 | 1.4527 | 0.834 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 42.3529 | 39.5349 | 45.2381 | 42.3529 | 39.5349 | 45.2381 |
Ratio Avg Win / Avg Loss | 4.8176 | 9.6559 | 1.3497 | 1.5085 | 2.2217 | 1.0095 |
Largest Winning Trade | 1487119 | 1487119 | 69254 | 1009945 | 1009945 | 340542 |
Largest Losing Trade | -36877 | -27408 | -36877 | -397485 | -232812 | -397485 |
Avg Bars in Trades | 84 | 76 | 92 | 84 | 76 | 92 |
Avg Bars in Winners | 138 | 132 | 144 | 138 | 132 | 144 |
Avg Bars in Losers | 44 | 40 | 49 | 44 | 40 | 49 |
Bars Traded | 7177 | 3294 | 3883 | 7177 | 3294 | 3883 |
Profit Streak | 0 | 0 | 53.8914 | 0 | 0 | 53.8914 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 617992 | 636528 | -427209 | -189454 | -50117 | -580357 |
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 53, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 53, "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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