Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1129426.3314 | 1005279.1393 | 124147.192 | 1014297.9489 | 315022.3713 | 699275.5776 |
Total P&L (%) | 1129.4263 | 1005.2791 | 124.1472 | 1014.2979 | 315.0224 | 699.2756 |
Avg Daily Profit (%) | 0.4862 | 0.4328 | 0.0534 | 0.1038 | 0.0613 | 0.0895 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186061 | -112358 | -272988 | -1750045 | -1807967 | -412011 |
Profit Factor | 1.6888 | 2.225 | 1.1516 | 1.166 | 1.0897 | 1.269 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 135 | 58 | 77 | 135 | 58 | 77 |
Losing Trades | 248 | 134 | 114 | 248 | 134 | 114 |
Profitability (%) | 35.248 | 30.2083 | 40.3141 | 35.248 | 30.2083 | 40.3141 |
Ratio Avg Win / Avg Loss | 3.1025 | 5.1405 | 1.705 | 2.142 | 2.5177 | 1.8788 |
Largest Winning Trade | 594542 | 594542 | 58645 | 1498740 | 1498740 | 303641 |
Largest Losing Trade | -30887 | -22809 | -30887 | -445848 | -445848 | -200916 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 6836 | 3152 | 3684 | 6836 | 3152 | 3684 |
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 | 368160 | 262522 | -177259 | -94203 | -238771 | -75073 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 96, "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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