Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127781.7734 | -41429.5516 | 169211.325 | 22966.4075 | -71394.6453 | 94361.0528 |
Total P&L (%) | 127.7818 | -41.4296 | 169.2113 | 22.9664 | -71.3946 | 94.3611 |
Avg Daily Profit (%) | 0.1228 | -0.0398 | 0.1627 | 0.0199 | -0.1202 | 0.0639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102104 | -133899 | -28774 | -127655 | -128997 | -36645 |
Profit Factor | 1.4477 | 0.8121 | 3.6027 | 1.0882 | 0.6294 | 2.3934 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 13 | 10 | 3 | 13 | 10 | 3 |
Profitability (%) | 82.4324 | 72.973 | 91.8919 | 82.4324 | 72.973 | 91.8919 |
Ratio Avg Win / Avg Loss | 0.3085 | 0.3008 | 0.3179 | 0.2319 | 0.2331 | 0.2112 |
Largest Winning Trade | 17921 | 14957 | 17921 | 18688 | 14957 | 18688 |
Largest Losing Trade | -70706 | -70706 | -28774 | -49206 | -49206 | -31103 |
Avg Bars in Trades | 52 | 76 | 27 | 52 | 76 | 27 |
Avg Bars in Winners | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Losers | 199 | 215 | 146 | 199 | 215 | 146 |
Bars Traded | 3861 | 2831 | 1030 | 3861 | 2831 | 1030 |
Profit Streak | 84.6313 | 84.6313 | 292.6313 | 84.6313 | 84.6313 | 292.6313 |
Trades During Streak | 21 | 10 | 16 | 21 | 10 | 16 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92275 | -576154 | 655788 | -358954 | -576154 | -98897 |
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{ "first_band": { "type": "fwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 208, "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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