Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 913331.9494 | 751948.6248 | 161383.3246 | 2484986.6751 | -788150.2722 | 3273136.9473 |
Total P&L (%) | 913.3319 | 751.9486 | 161.3833 | 2484.9867 | -788.1503 | 3273.1369 |
Avg Daily Profit (%) | 0.473 | 0.3894 | 0.0836 | 0.1686 | 0 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127914 | -91444 | -96659 | -8638651 | -7002018 | -5024122 |
Profit Factor | 2.0723 | 2.822 | 1.3676 | 1.1035 | 0.937 | 1.2845 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 55 | 21 | 34 | 55 | 21 | 34 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 34.1615 | 25.9259 | 42.5 | 34.1615 | 25.9259 | 42.5 |
Ratio Avg Win / Avg Loss | 3.9939 | 8.0628 | 1.8503 | 2.1268 | 2.677 | 1.7379 |
Largest Winning Trade | 453651 | 453651 | 51999 | 5530178 | 5530178 | 2041242 |
Largest Losing Trade | -51730 | -20379 | -51730 | -2403538 | -1463633 | -2403538 |
Avg Bars in Trades | 23 | 16 | 30 | 23 | 16 | 30 |
Avg Bars in Winners | 49 | 40 | 54 | 49 | 40 | 54 |
Avg Bars in Losers | 9 | 7 | 11 | 9 | 7 | 11 |
Bars Traded | 3720 | 1311 | 2409 | 3720 | 1311 | 2409 |
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 | 333813 | -22371 | -102139 | -102826 | -615414 | -13387 |
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{ "first_band": { "type": "midprice", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 86, "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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