Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1237889.9555 | 1114537.5373 | 123352.4182 | 3123974.3584 | 3110415.2999 | 13559.0585 |
Total P&L (%) | 1237.89 | 1114.5375 | 123.3524 | 3123.9744 | 3110.4153 | 13.5591 |
Avg Daily Profit (%) | 0.5352 | 0.4819 | 0.0533 | 0.1503 | 0.1501 | 0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105154 | -91018 | -137758 | -7727963 | -6978877 | -2889495 |
Profit Factor | 2.1955 | 3.2568 | 1.2277 | 1.1016 | 1.1978 | 1.0009 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 59 | 25 | 34 | 59 | 25 | 34 |
Losing Trades | 122 | 66 | 56 | 122 | 66 | 56 |
Profitability (%) | 32.5967 | 27.4725 | 37.7778 | 32.5967 | 27.4725 | 37.7778 |
Ratio Avg Win / Avg Loss | 4.5398 | 8.5978 | 2.0222 | 2.278 | 3.1621 | 1.6485 |
Largest Winning Trade | 418557 | 418557 | 84373 | 6284402 | 6284402 | 2530859 |
Largest Losing Trade | -48771 | -32275 | -48771 | -1346324 | -1346324 | -1333123 |
Avg Bars in Trades | 24 | 21 | 27 | 24 | 21 | 27 |
Avg Bars in Winners | 53 | 48 | 56 | 53 | 48 | 56 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 4472 | 1966 | 2506 | 4472 | 1966 | 2506 |
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 | 343359 | -2278 | -125735 | -105541 | -13218 | -463740 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 115, "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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