Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336014.0092 | 196440.7527 | 139573.2565 | 722454.873 | 382366.0688 | 340088.8042 |
Total P&L (%) | 336.014 | 196.4408 | 139.5733 | 722.4549 | 382.3661 | 340.0888 |
Avg Daily Profit (%) | 0.272 | 0.159 | 0.113 | 0.1707 | 0.1275 | 0.12 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75750 | -44202 | -68417 | -302991 | -302991 | -145408 |
Profit Factor | 2.1349 | 2.5753 | 1.8145 | 1.8451 | 1.8923 | 1.7976 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Profitability (%) | 81.25 | 77.5 | 85 | 81.25 | 77.5 | 85 |
Ratio Avg Win / Avg Loss | 0.4927 | 0.7477 | 0.3202 | 0.4258 | 0.5494 | 0.3172 |
Largest Winning Trade | 25661 | 25661 | 23105 | 105840 | 105840 | 102333 |
Largest Losing Trade | -68417 | -44202 | -68417 | -302991 | -302991 | -128610 |
Avg Bars in Trades | 42 | 52 | 31 | 42 | 52 | 31 |
Avg Bars in Winners | 17 | 18 | 16 | 17 | 18 | 16 |
Avg Bars in Losers | 149 | 169 | 119 | 149 | 169 | 119 |
Bars Traded | 3364 | 2087 | 1277 | 3364 | 2087 | 1277 |
Profit Streak | 10.1196 | 139.7863 | 10.1196 | 10.1196 | 139.7863 | 10.1196 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8867 | 519947 | -36431 | -9876 | -17006 | -27078 |
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{ "first_band": { "type": "fwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 181, "offset": 0 } } }
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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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