Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374783.7018 | 285774.6991 | 89009.0027 | 856342.947 | 499851.976 | 356490.971 |
Total P&L (%) | 374.7837 | 285.7747 | 89.009 | 856.3429 | 499.852 | 356.491 |
Avg Daily Profit (%) | 0.2078 | 0.1585 | 0.0494 | 0.1253 | 0.0994 | 0.0842 |
Buy And Hold Return (%) | 46.5613 | 46.5613 | 46.5613 | 46.5613 | 46.5613 | 46.5613 |
Max Trade Drawdown | -75281 | -60971 | -118223 | -274684 | -187117 | -175324 |
Profit Factor | 1.2008 | 1.3346 | 1.0879 | 1.1877 | 1.2339 | 1.1471 |
Total Trades | 1271 | 636 | 635 | 1271 | 636 | 635 |
Winning Trades | 763 | 409 | 354 | 763 | 409 | 354 |
Losing Trades | 508 | 227 | 281 | 508 | 227 | 281 |
Profitability (%) | 60.0315 | 64.3082 | 55.748 | 60.0315 | 64.3082 | 55.748 |
Ratio Avg Win / Avg Loss | 0.7995 | 0.7407 | 0.8635 | 0.7908 | 0.6848 | 0.9105 |
Largest Winning Trade | 41200 | 22619 | 41200 | 218854 | 218854 | 214684 |
Largest Losing Trade | -26681 | -26681 | -22240 | -97856 | -97856 | -85816 |
Avg Bars in Trades | 4 | 3 | 4 | 4 | 3 | 4 |
Avg Bars in Winners | 3 | 2 | 3 | 3 | 2 | 3 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 5233 | 2303 | 2930 | 5233 | 2303 | 2930 |
Profit Streak | 0 | 0 | 596.0514 | 0 | 0 | 596.0514 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487045 | 382909 | -255624 | -32982 | -56951 | -136540 |
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{ "first_band": { "type": "fwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 5, "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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