Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1188898.5786 | 873741.2716 | 315157.307 | 57075253.5776 | 1608131.3987 | 55467122.1789 |
Total P&L (%) | 1188.8986 | 873.7413 | 315.1573 | 57075.2536 | 1608.1314 | 55467.1222 |
Avg Daily Profit (%) | 0.5056 | 0.3716 | 0.134 | 0.2704 | 0.1208 | 0.2691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64007 | -56213 | -61476 | -27876561 | -25611664 | -10807295 |
Profit Factor | 3.5316 | 4.5127 | 2.4268 | 1.6703 | 1.0322 | 2.5754 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 32.5397 | 28.5714 | 36.5079 | 32.5397 | 28.5714 | 36.5079 |
Ratio Avg Win / Avg Loss | 7.3217 | 11.2817 | 4.2206 | 3.4629 | 2.5805 | 4.479 |
Largest Winning Trade | 422727 | 422727 | 63018 | 28156816 | 15986751 | 28156816 |
Largest Losing Trade | -17599 | -17599 | -14013 | -8611889 | -8611889 | -5594978 |
Avg Bars in Trades | 72 | 57 | 88 | 72 | 57 | 88 |
Avg Bars in Winners | 178 | 140 | 207 | 178 | 140 | 207 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 9196 | 3602 | 5594 | 9196 | 3602 | 5594 |
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 | 392825 | -144090 | -161688 | 192494 | -376400 | -138665 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 31 } }, "second_band": { "type": "fwma", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 106, "offset": 31 } }, "second_band": { "type": "fwma", "factors": { "length": 158, "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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