Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364964.6888 | 417589.4049 | -52624.7161 | -550.2476 | 242037.1479 | -242587.3955 |
Total P&L (%) | 364.9647 | 417.5894 | -52.6247 | -0.5502 | 242.0371 | -242.5874 |
Avg Daily Profit (%) | 0.1975 | 0.226 | -0.0285 | -0.0003 | 0.0666 | 0 |
Buy And Hold Return (%) | 110.4122 | 110.4122 | 110.4122 | 110.4122 | 110.4122 | 110.4122 |
Max Trade Drawdown | -149322 | -104659 | -132232 | -599621 | -405620 | -317960 |
Profit Factor | 1.3543 | 1.8546 | 0.9028 | 0.9998 | 1.2093 | 0.7909 |
Total Trades | 196 | 98 | 98 | 196 | 98 | 98 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Profitability (%) | 49.4898 | 50 | 48.9796 | 49.4898 | 50 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.3823 | 1.8546 | 0.9404 | 1.0204 | 1.2093 | 0.8239 |
Largest Winning Trade | 236464 | 236464 | 53193 | 326128 | 326128 | 168749 |
Largest Losing Trade | -41207 | -30912 | -41207 | -176886 | -128367 | -176886 |
Avg Bars in Trades | 109 | 107 | 111 | 109 | 107 | 111 |
Avg Bars in Winners | 111 | 109 | 112 | 111 | 109 | 112 |
Avg Bars in Losers | 108 | 105 | 110 | 108 | 105 | 110 |
Bars Traded | 21477 | 10535 | 10942 | 21477 | 10535 | 10942 |
Profit Streak | 18.4399 | 18.4399 | 57.8565 | 18.4399 | 18.4399 | 57.8565 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 269192 | 331792 | -580010 | -576809 | -109858 | -580010 |
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{ "first_band": { "type": "wma", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 238, "offset": 0, "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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