Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563190.0424 | 1445595.2447 | 117594.7977 | 13753669.7227 | 10323740.8138 | 3429928.9089 |
Total P&L (%) | 1563.19 | 1445.5952 | 117.5948 | 13753.6697 | 10323.7408 | 3429.9289 |
Avg Daily Profit (%) | 0.8596 | 0.7949 | 0.0647 | 0.2715 | 0.2558 | 0.1962 |
Buy And Hold Return (%) | 606.5819 | 606.5819 | 606.5819 | 606.5819 | 606.5819 | 606.5819 |
Max Trade Drawdown | -93798 | -67517 | -62199 | -26260684 | -20667147 | -17108236 |
Profit Factor | 3.2566 | 5.3263 | 1.3279 | 1.1595 | 1.2393 | 1.0796 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Profitability (%) | 32.3529 | 32.9412 | 31.7647 | 32.3529 | 32.9412 | 31.7647 |
Ratio Avg Win / Avg Loss | 6.8092 | 10.8429 | 2.8526 | 2.4244 | 2.5228 | 2.3192 |
Largest Winning Trade | 835607 | 835607 | 77291 | 16177299 | 16177299 | 7758216 |
Largest Losing Trade | -17328 | -17020 | -17328 | -3715284 | -3715284 | -3444815 |
Avg Bars in Trades | 42 | 38 | 46 | 42 | 38 | 46 |
Avg Bars in Winners | 96 | 87 | 106 | 96 | 87 | 106 |
Avg Bars in Losers | 16 | 14 | 18 | 16 | 14 | 18 |
Bars Traded | 7174 | 3250 | 3924 | 7174 | 3250 | 3924 |
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 | 359407 | 355027 | -278415 | -41272 | 85611 | -132131 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 70, "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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