Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1444896.2477 | 1334065.2152 | 110831.0325 | 13949870.881 | 12966069.6439 | 983801.2371 |
Total P&L (%) | 1444.8962 | 1334.0652 | 110.831 | 13949.8709 | 12966.0696 | 983.8012 |
Avg Daily Profit (%) | 0.7965 | 0.7354 | 0.0611 | 0.273 | 0.269 | 0.1315 |
Buy And Hold Return (%) | 579.2978 | 579.2978 | 579.2978 | 579.2978 | 579.2978 | 579.2978 |
Max Trade Drawdown | -82184 | -48499 | -57745 | -20544591 | -10817728 | -14315959 |
Profit Factor | 3.4076 | 6.053 | 1.3297 | 1.2018 | 1.4263 | 1.0254 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Profitability (%) | 37.1212 | 37.8788 | 36.3636 | 37.1212 | 37.8788 | 36.3636 |
Ratio Avg Win / Avg Loss | 5.7721 | 9.9269 | 2.327 | 2.0358 | 2.3391 | 1.7945 |
Largest Winning Trade | 761946 | 761946 | 76086 | 11234119 | 11234119 | 6784661 |
Largest Losing Trade | -30457 | -18038 | -30457 | -5734009 | -3512384 | -5734009 |
Avg Bars in Trades | 39 | 35 | 42 | 39 | 35 | 42 |
Avg Bars in Winners | 79 | 70 | 89 | 79 | 70 | 89 |
Avg Bars in Losers | 15 | 14 | 15 | 15 | 14 | 15 |
Bars Traded | 5172 | 2353 | 2819 | 5172 | 2353 | 2819 |
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 | 410408 | -112899 | -405504 | 165530 | -118577 | -347224 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 218, "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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