Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678233.454 | 749101.5621 | -70868.108 | -84441.9348 | 604274.0495 | -688715.9843 |
Total P&L (%) | 678.2335 | 749.1016 | -70.8681 | -84.4419 | 604.274 | -688.716 |
Avg Daily Profit (%) | 0.2871 | 0.3171 | -0.03 | -0.0787 | 0.0827 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -331297 | -220686 | -180500 | -850590 | -179040 | -716142 |
Profit Factor | 2.0259 | 3.5902 | 0.8095 | 0.93 | 3.7734 | 0.3028 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 45.4545 | 46.5116 | 45.977 | 45.4545 | 46.5116 |
Ratio Avg Win / Avg Loss | 2.3804 | 4.3082 | 0.9309 | 1.0927 | 4.528 | 0.3482 |
Largest Winning Trade | 837997 | 837997 | 57041 | 463389 | 463389 | 131003 |
Largest Losing Trade | -72265 | -50624 | -72265 | -402771 | -78255 | -402771 |
Avg Bars in Trades | 49 | 49 | 50 | 49 | 49 | 50 |
Avg Bars in Winners | 70 | 63 | 78 | 70 | 63 | 78 |
Avg Bars in Losers | 31 | 38 | 25 | 31 | 38 | 25 |
Bars Traded | 4337 | 2187 | 2150 | 4337 | 2187 | 2150 |
Profit Streak | 89.7045 | 102.7045 | 89.7045 | 89.7045 | 102.7045 | 89.7045 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458914 | 556070 | -581123 | -578996 | -75613 | -581123 |
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{ "first_band": { "type": "fwma", "factors": { "length": 74, "offset": 128 } }, "second_band": { "type": "midpoint", "factors": { "length": 123, "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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