Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704942.603 | 417236.1766 | 287706.4264 | 7043916.5306 | 599275.3229 | 6444641.2078 |
Total P&L (%) | 704.9426 | 417.2362 | 287.7064 | 7043.9165 | 599.2753 | 6444.6412 |
Avg Daily Profit (%) | 0.3891 | 0.2303 | 0.1588 | 0.2359 | 0.1074 | 0.2311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81794 | -52974 | -31978 | -9533769 | -6603006 | -3284965 |
Profit Factor | 3.3643 | 3.4554 | 3.2436 | 1.3307 | 1.0504 | 1.6847 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 32 | 26.3158 | 37.8378 | 32 | 26.3158 | 37.8378 |
Ratio Avg Win / Avg Loss | 7.1491 | 9.6751 | 5.3287 | 2.8278 | 2.9412 | 2.7678 |
Largest Winning Trade | 250338 | 250338 | 66627 | 4992371 | 4451674 | 4992371 |
Largest Losing Trade | -17268 | -17268 | -16175 | -1615277 | -1366783 | -1615277 |
Avg Bars in Trades | 67 | 40 | 95 | 67 | 40 | 95 |
Avg Bars in Winners | 164 | 107 | 205 | 164 | 107 | 205 |
Avg Bars in Losers | 21 | 16 | 28 | 21 | 16 | 28 |
Bars Traded | 5059 | 1535 | 3524 | 5059 | 1535 | 3524 |
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 | -52190 | -9513 | 314814 | -58550 | -237141 | 243749 |
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{ "first_band": { "type": "midprice", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 185, "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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