Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220176.0681 | 1104971.662 | 115204.4061 | 5815727.8782 | 4356194.868 | 1459533.0102 |
Total P&L (%) | 1220.1761 | 1104.9717 | 115.2044 | 5815.7279 | 4356.1949 | 1459.533 |
Avg Daily Profit (%) | 0.6558 | 0.5939 | 0.0619 | 0.2195 | 0.2043 | 0.1478 |
Buy And Hold Return (%) | 136.5789 | 136.5789 | 136.5789 | 136.5789 | 136.5789 | 136.5789 |
Max Trade Drawdown | -91823 | -73885 | -58556 | -5427801 | -3497033 | -3477139 |
Profit Factor | 3.8089 | 6.2474 | 1.5147 | 1.3999 | 1.5717 | 1.2108 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 38.9831 | 36.6667 | 41.3793 | 38.9831 | 36.6667 | 41.3793 |
Ratio Avg Win / Avg Loss | 5.9618 | 10.791 | 2.1459 | 2.1912 | 2.7148 | 1.7154 |
Largest Winning Trade | 743371 | 743371 | 77441 | 3274209 | 3274209 | 2399911 |
Largest Losing Trade | -32640 | -24218 | -32640 | -1962432 | -1579492 | -1962432 |
Avg Bars in Trades | 60 | 56 | 63 | 60 | 56 | 63 |
Avg Bars in Winners | 124 | 117 | 130 | 124 | 117 | 130 |
Avg Bars in Losers | 19 | 21 | 16 | 19 | 21 | 16 |
Bars Traded | 3555 | 1702 | 1853 | 3555 | 1702 | 1853 |
Profit Streak | 0 | 0 | 121.0645 | 0 | 0 | 121.0645 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165206 | 529203 | -275964 | -174051 | 205094 | 101494 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 79, "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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