Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100160.7628 | 51755.3981 | 48405.3646 | 146020.5809 | 54091.6071 | 91928.9738 |
Total P&L (%) | 100.1608 | 51.7554 | 48.4054 | 146.0206 | 54.0916 | 91.929 |
Avg Daily Profit (%) | 0.2182 | 0.1127 | 0.1054 | 0.1963 | 0.0942 | 0.1421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28719 | -26512 | -21738 | -67471 | -76241 | -30908 |
Profit Factor | 1.4903 | 1.5191 | 1.4628 | 1.4111 | 1.276 | 1.5775 |
Total Trades | 397 | 198 | 199 | 397 | 198 | 199 |
Winning Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Losing Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Profitability (%) | 78.5894 | 78.7879 | 78.392 | 78.5894 | 78.7879 | 78.392 |
Ratio Avg Win / Avg Loss | 0.406 | 0.409 | 0.4032 | 0.3844 | 0.3435 | 0.4348 |
Largest Winning Trade | 4545 | 4545 | 3520 | 9870 | 9870 | 8907 |
Largest Losing Trade | -18715 | -15316 | -18715 | -42436 | -42436 | -28407 |
Avg Bars in Trades | 27 | 24 | 30 | 27 | 24 | 30 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 70 | 57 | 83 | 70 | 57 | 83 |
Bars Traded | 10842 | 4793 | 6049 | 10842 | 4793 | 6049 |
Profit Streak | 596.5536 | 602.8036 | 596.5536 | 596.5536 | 602.8036 | 596.5536 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 499931 | -38613 | -50019 | 465768 | -64900 | 27976 |
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{ "first_band": { "type": "fwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "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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