Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281467.6641 | 221117.774 | 60349.8902 | 292858.4526 | 197971.6558 | 94886.7967 |
Total P&L (%) | 281.4677 | 221.1178 | 60.3499 | 292.8585 | 197.9717 | 94.8868 |
Avg Daily Profit (%) | 0.1982 | 0.1557 | 0.0425 | 0.0964 | 0.0769 | 0.047 |
Buy And Hold Return (%) | 18.0588 | 18.0588 | 18.0588 | 18.0588 | 18.0588 | 18.0588 |
Max Trade Drawdown | -117796 | -46401 | -121390 | -355427 | -139444 | -312230 |
Profit Factor | 1.87 | 2.4464 | 1.3537 | 1.3444 | 1.5021 | 1.208 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 52 | 45.9459 | 57.8947 | 52 | 45.9459 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.7262 | 2.8781 | 0.9845 | 1.241 | 1.7672 | 0.8785 |
Largest Winning Trade | 114324 | 114324 | 26339 | 131766 | 131766 | 73664 |
Largest Losing Trade | -44087 | -44087 | -37371 | -118403 | -118403 | -108009 |
Avg Bars in Trades | 49 | 59 | 41 | 49 | 59 | 41 |
Avg Bars in Winners | 49 | 47 | 51 | 49 | 47 | 51 |
Avg Bars in Losers | 50 | 69 | 26 | 50 | 69 | 26 |
Bars Traded | 3747 | 2189 | 1558 | 3747 | 2189 | 1558 |
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 | -49863 | 371994 | -139165 | -124930 | -89388 | -132412 |
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{ "first_band": { "type": "fwma", "factors": { "length": 21, "offset": 27 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 21, "offset": 27 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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