Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115477.393 | 88386.8855 | 27090.5074 | 81583.3402 | 81310.2266 | 273.1136 |
Total P&L (%) | 115.4774 | 88.3869 | 27.0905 | 81.5833 | 81.3102 | 0.2731 |
Avg Daily Profit (%) | 0.4336 | 0.3319 | 0.1017 | 0.2243 | 0.2237 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59652 | -60485 | -61852 | -74395 | -60617 | -104644 |
Profit Factor | 1.2005 | 1.3282 | 1.0884 | 1.1151 | 1.2531 | 1.0007 |
Total Trades | 408 | 204 | 204 | 408 | 204 | 204 |
Winning Trades | 189 | 99 | 90 | 189 | 99 | 90 |
Losing Trades | 219 | 105 | 114 | 219 | 105 | 114 |
Profitability (%) | 46.3235 | 48.5294 | 44.1176 | 46.3235 | 48.5294 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.3911 | 1.4087 | 1.3786 | 1.2921 | 1.329 | 1.2676 |
Largest Winning Trade | 34325 | 34325 | 28096 | 46562 | 46562 | 43523 |
Largest Losing Trade | -20293 | -14753 | -20293 | -30267 | -24818 | -30267 |
Avg Bars in Trades | 30 | 30 | 31 | 30 | 30 | 31 |
Avg Bars in Winners | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Losers | 26 | 25 | 26 | 26 | 25 | 26 |
Bars Traded | 12487 | 6139 | 6348 | 12487 | 6139 | 6348 |
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 | 303112 | 272452 | -187024 | -86740 | 222632 | -580122 |
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{ "first_band": { "type": "fwma", "factors": { "length": 169, "offset": 96 } }, "second_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 169, "offset": 96 } }, "second_band": { "type": "sma", "factors": { "length": 229, "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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