Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528690.9103 | 1404016.5021 | 124674.4082 | 12543917.5702 | 8135360.7335 | 4408556.8367 |
Total P&L (%) | 1528.6909 | 1404.0165 | 124.6744 | 12543.9176 | 8135.3607 | 4408.5568 |
Avg Daily Profit (%) | 0.7034 | 0.646 | 0.0574 | 0.2229 | 0.2032 | 0.1754 |
Buy And Hold Return (%) | 512.0603 | 512.0603 | 512.0603 | 512.0603 | 512.0603 | 512.0603 |
Max Trade Drawdown | -84372 | -58621 | -60557 | -16909279 | -12263181 | -7971848 |
Profit Factor | 4.6322 | 7.8649 | 1.5763 | 1.38 | 1.5138 | 1.2566 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 33.7662 | 30.7692 | 36.8421 | 33.7662 | 30.7692 | 36.8421 |
Ratio Avg Win / Avg Loss | 9.0863 | 17.696 | 2.7022 | 2.7069 | 3.4061 | 2.1542 |
Largest Winning Trade | 797319 | 797319 | 63876 | 17629883 | 17629883 | 8100531 |
Largest Losing Trade | -29549 | -27489 | -29549 | -2185267 | -2164201 | -2185267 |
Avg Bars in Trades | 78 | 72 | 85 | 78 | 72 | 85 |
Avg Bars in Winners | 191 | 183 | 198 | 191 | 183 | 198 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 6058 | 2823 | 3235 | 6058 | 2823 | 3235 |
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 | -35849 | 344866 | -284316 | -42673 | 111902 | 131518 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 206, "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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