Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738133.6917 | 541315.0485 | 196818.6432 | 767451.9784 | -672899.334 | 1440351.3124 |
Total P&L (%) | 738.1337 | 541.315 | 196.8186 | 767.452 | -672.8993 | 1440.3513 |
Avg Daily Profit (%) | 0.4079 | 0.2991 | 0.1088 | 0.1195 | 0 | 0.1512 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121178 | -79761 | -82372 | -2524645 | -1438798 | -1547883 |
Profit Factor | 2.5808 | 3.176 | 1.9021 | 1.1289 | 0.7821 | 1.5026 |
Total Trades | 141 | 71 | 70 | 141 | 71 | 70 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 37.5887 | 32.3944 | 42.8571 | 37.5887 | 32.3944 | 42.8571 |
Ratio Avg Win / Avg Loss | 4.285 | 6.6283 | 2.5361 | 1.8744 | 1.6321 | 2.0035 |
Largest Winning Trade | 600544 | 600544 | 70317 | 1256300 | 581237 | 1256300 |
Largest Losing Trade | -28974 | -24025 | -28974 | -571993 | -363028 | -571993 |
Avg Bars in Trades | 74 | 56 | 92 | 74 | 56 | 92 |
Avg Bars in Winners | 122 | 85 | 150 | 122 | 85 | 150 |
Avg Bars in Losers | 45 | 42 | 49 | 45 | 42 | 49 |
Bars Traded | 10493 | 4000 | 6493 | 10493 | 4000 | 6493 |
Profit Streak | 7.0348 | 7.0348 | 12.7015 | 7.0348 | 7.0348 | 12.7015 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428498 | -77697 | -139911 | -113559 | -670652 | -85674 |
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{ "first_band": { "type": "fwma", "factors": { "length": 157, "offset": 192 } }, "second_band": { "type": "midpoint", "factors": { "length": 49, "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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