Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330247.2225 | 202403.2308 | 127843.9916 | 506923.6843 | 227045.3853 | 279878.299 |
Total P&L (%) | 330.2472 | 202.4032 | 127.844 | 506.9237 | 227.0454 | 279.8783 |
Avg Daily Profit (%) | 0.2715 | 0.1664 | 0.1051 | 0.1484 | 0.0975 | 0.1098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69314 | -62323 | -74678 | -314904 | -268114 | -161780 |
Profit Factor | 1.4069 | 1.5397 | 1.2928 | 1.2521 | 1.2342 | 1.2687 |
Total Trades | 259 | 129 | 130 | 259 | 129 | 130 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 154 | 79 | 75 | 154 | 79 | 75 |
Profitability (%) | 40.5405 | 38.7597 | 42.3077 | 40.5405 | 38.7597 | 42.3077 |
Ratio Avg Win / Avg Loss | 2.0635 | 2.4328 | 1.763 | 1.8363 | 1.9501 | 1.73 |
Largest Winning Trade | 87828 | 87828 | 36886 | 152168 | 138038 | 152168 |
Largest Losing Trade | -28557 | -12156 | -28557 | -83169 | -49592 | -83169 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 23 | 22 | 23 | 23 | 22 | 23 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3459 | 1622 | 1837 | 3459 | 1622 | 1837 |
Profit Streak | 7.8084 | 0 | 11.8084 | 7.8084 | 0 | 11.8084 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313599 | 204789 | -53810 | 178515 | -66364 | -47712 |
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{ "first_band": { "type": "midprice", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 180, "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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