Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 371908.7369 | 229660.7539 | 142247.983 | 364787.3032 | 5478650.347 | -5113863.0437 |
Total P&L (%) | 371.9087 | 229.6608 | 142.248 | 364.7873 | 5478.6503 | -5113.863 |
Avg Daily Profit (%) | 0.205 | 0.1266 | 0.0784 | 0.0847 | 0.2219 | 0 |
Buy And Hold Return (%) | 241.282 | 241.282 | 241.282 | 241.282 | 241.282 | 241.282 |
Max Trade Drawdown | -160931 | -30466 | -150244 | -8725432 | -238747 | -8809907 |
Profit Factor | 2.3559 | 4.3918 | 1.6886 | 1.0306 | 8.9848 | 0.5452 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 79.7619 | 83.3333 | 76.1905 | 79.7619 | 83.3333 | 76.1905 |
Ratio Avg Win / Avg Loss | 0.5978 | 0.8784 | 0.5277 | 0.2615 | 1.797 | 0.1704 |
Largest Winning Trade | 27412 | 27412 | 27196 | 1497240 | 1497240 | 1032935 |
Largest Losing Trade | -89606 | -29442 | -89606 | -5505067 | -203011 | -5505067 |
Avg Bars in Trades | 77 | 81 | 73 | 77 | 81 | 73 |
Avg Bars in Winners | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Losers | 199 | 245 | 167 | 199 | 245 | 167 |
Bars Traded | 6501 | 3408 | 3094 | 6501 | 3408 | 3094 |
Profit Streak | 16.9205 | 146.4205 | 16.9205 | 16.9205 | 146.4205 | 16.9205 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 174779 | -179622 | -249611 | -273115 | 805000 | -576768 |
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{ "first_band": { "type": "fwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "offset": 229 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "offset": 229 } } }
# | 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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