Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1371617.8217 | 1338553.2275 | 33064.5942 | 1306706.3564 | 1107856.0089 | 198850.3476 |
Total P&L (%) | 1371.6178 | 1338.5532 | 33.0646 | 1306.7064 | 1107.856 | 198.8503 |
Avg Daily Profit (%) | 0.6044 | 0.5898 | 0.0146 | 0.1166 | 0.1098 | 0.0483 |
Buy And Hold Return (%) | 302.6471 | 302.6471 | 302.6471 | 302.6471 | 302.6471 | 302.6471 |
Max Trade Drawdown | -213599 | -59831 | -188179 | -1027946 | -812748 | -948189 |
Profit Factor | 3.1767 | 6.1411 | 1.0894 | 1.2671 | 1.4997 | 1.0743 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 32.4324 | 28.5714 | 36.3636 | 32.4324 | 28.5714 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.6181 | 15.3528 | 1.9065 | 2.6397 | 3.7493 | 1.88 |
Largest Winning Trade | 827527 | 827527 | 62420 | 708245 | 708245 | 630453 |
Largest Losing Trade | -65565 | -31441 | -65565 | -468860 | -410409 | -468860 |
Avg Bars in Trades | 57 | 49 | 65 | 57 | 49 | 65 |
Avg Bars in Winners | 140 | 131 | 148 | 140 | 131 | 148 |
Avg Bars in Losers | 16 | 16 | 17 | 16 | 16 | 17 |
Bars Traded | 6337 | 2758 | 3579 | 6337 | 2758 | 3579 |
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 | 334051 | -176355 | -645849 | -44444 | -240442 | -617558 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 50 } }, "second_band": { "type": "fwma", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 62, "offset": 50 } }, "second_band": { "type": "fwma", "factors": { "length": 54, "offset": 0 } } }
# | 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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