Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139651.6594 | 100358.5068 | 39293.1526 | 237534.5676 | 179613.737 | 57920.8306 |
Total P&L (%) | 139.6517 | 100.3585 | 39.2932 | 237.5346 | 179.6137 | 57.9208 |
Avg Daily Profit (%) | 0.7263 | 0.5219 | 0.2043 | 0.6346 | 0.5362 | 0.2379 |
Buy And Hold Return (%) | 91.7031 | 91.7031 | 91.7031 | 91.7031 | 91.7031 | 91.7031 |
Max Trade Drawdown | -37515 | -9033 | -35805 | -123616 | -30193 | -114519 |
Profit Factor | 1.824 | 2.6155 | 1.366 | 1.5401 | 2.0914 | 1.2104 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 165 | 89 | 76 | 165 | 89 | 76 |
Losing Trades | 85 | 36 | 49 | 85 | 36 | 49 |
Profitability (%) | 66 | 71.2 | 60.8 | 66 | 71.2 | 60.8 |
Ratio Avg Win / Avg Loss | 0.9396 | 1.0579 | 0.8807 | 0.7934 | 0.846 | 0.7804 |
Largest Winning Trade | 15541 | 15541 | 8920 | 23209 | 18695 | 23209 |
Largest Losing Trade | -35096 | -9033 | -35096 | -113882 | -30193 | -113882 |
Avg Bars in Trades | 35 | 33 | 36 | 35 | 33 | 36 |
Avg Bars in Winners | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Losers | 55 | 60 | 52 | 55 | 60 | 52 |
Bars Traded | 8774 | 4184 | 4590 | 8774 | 4184 | 4590 |
Profit Streak | 3.3005 | 3.3005 | 3.4047 | 3.3005 | 3.3005 | 3.4047 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 147328 | -122114 | -160046 | 327794 | 164814 | -160710 |
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{ "first_band": { "type": "fwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 242 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 242 } } }
# | 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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