Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395586.8734 | 411113.4882 | -15526.6148 | -55486.7812 | 98283.2383 | -153770.0195 |
Total P&L (%) | 395.5869 | 411.1135 | -15.5266 | -55.4868 | 98.2832 | -153.77 |
Avg Daily Profit (%) | 0.2075 | 0.2156 | -0.0081 | -0.0424 | 0.0359 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229571 | -179539 | -141982 | -976760 | -795897 | -296633 |
Profit Factor | 1.4041 | 1.8221 | 0.9676 | 0.9762 | 1.0773 | 0.8554 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 106 | 57 | 49 | 106 | 57 | 49 |
Profitability (%) | 45.3608 | 41.2371 | 49.4845 | 45.3608 | 41.2371 | 49.4845 |
Ratio Avg Win / Avg Loss | 1.6913 | 2.5965 | 0.9877 | 1.1759 | 1.5352 | 0.8732 |
Largest Winning Trade | 315987 | 315987 | 51400 | 568837 | 568837 | 137816 |
Largest Losing Trade | -52246 | -32806 | -52246 | -302905 | -302905 | -173760 |
Avg Bars in Trades | 38 | 44 | 31 | 38 | 44 | 31 |
Avg Bars in Winners | 46 | 58 | 36 | 46 | 58 | 36 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 7420 | 4325 | 3095 | 7420 | 4325 | 3095 |
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 | 314188 | 270295 | -581273 | -579899 | -283016 | -581273 |
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{ "first_band": { "type": "fwma", "factors": { "length": 46, "offset": 123 } }, "second_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } } }
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# | 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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