Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207353.3911 | 8242.7971 | 199110.5941 | 126262.5075 | -47831.9377 | 174094.4452 |
Total P&L (%) | 207.3534 | 8.2428 | 199.1106 | 126.2625 | -47.8319 | 174.0944 |
Avg Daily Profit (%) | 0.2017 | 0.008 | 0.1936 | 0.0794 | -0.0633 | 0.0981 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87874 | -98011 | -27423 | -114752 | -154996 | -33641 |
Profit Factor | 1.7705 | 1.0385 | 4.6313 | 1.3766 | 0.8208 | 3.5485 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
Profitability (%) | 87.1795 | 82.0513 | 92.3077 | 87.1795 | 82.0513 | 92.3077 |
Ratio Avg Win / Avg Loss | 0.2604 | 0.2272 | 0.3859 | 0.2024 | 0.1796 | 0.2957 |
Largest Winning Trade | 20542 | 13190 | 20542 | 20324 | 14982 | 20324 |
Largest Losing Trade | -72221 | -72221 | -24596 | -86664 | -86664 | -30438 |
Avg Bars in Trades | 48 | 73 | 24 | 48 | 73 | 24 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 254 | 315 | 112 | 254 | 315 | 112 |
Bars Traded | 3815 | 2854 | 962 | 3815 | 2854 | 962 |
Profit Streak | 71.6193 | 71.6193 | 282.3693 | 71.6193 | 71.6193 | 282.3693 |
Trades During Streak | 21 | 10 | 14 | 21 | 10 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23871 | -522022 | 693497 | -120085 | -575020 | -51092 |
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{ "first_band": { "type": "fwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "midprice", "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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