Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59351.4536 | 52735.4811 | 6615.9725 | -87210.9876 | 15597.3901 | -102808.3777 |
Total P&L (%) | 59.3515 | 52.7355 | 6.616 | -87.211 | 15.5974 | -102.8084 |
Avg Daily Profit (%) | 0.2279 | 0.2025 | 0.0254 | -0.7866 | 0.0557 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96654 | -23769 | -96592 | -146924 | -24392 | -151154 |
Profit Factor | 1.1671 | 1.3737 | 1.0309 | 0.7642 | 1.132 | 0.5916 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 238 | 116 | 122 | 238 | 116 | 122 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 80.678 | 78.9116 | 82.4324 | 80.678 | 78.9116 | 82.4324 |
Ratio Avg Win / Avg Loss | 0.2795 | 0.3671 | 0.2197 | 0.183 | 0.3025 | 0.1261 |
Largest Winning Trade | 12075 | 9957 | 12075 | 14004 | 10502 | 14004 |
Largest Losing Trade | -96592 | -23769 | -96592 | -146888 | -24392 | -146888 |
Avg Bars in Trades | 83 | 84 | 81 | 83 | 84 | 81 |
Avg Bars in Winners | 39 | 42 | 36 | 39 | 42 | 36 |
Avg Bars in Losers | 264 | 237 | 295 | 264 | 237 | 295 |
Bars Traded | 24489 | 12356 | 12133 | 24489 | 12356 | 12133 |
Profit Streak | 1.9761 | 10.6428 | 1.9761 | 1.9761 | 10.6428 | 1.9761 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28732 | 336845 | -512145 | -578319 | -201375 | -580028 |
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{ "first_band": { "type": "fwma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "offset": 245 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 65, "offset": 245 } } }
# | 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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