Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169380.1717 | 86193.0893 | 83187.0824 | 155417.2422 | 71677.7423 | 83739.4999 |
Total P&L (%) | 169.3802 | 86.1931 | 83.1871 | 155.4172 | 71.6777 | 83.7395 |
Avg Daily Profit (%) | 0.2935 | 0.1494 | 0.1442 | 0.1626 | 0.0937 | 0.1055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106235 | -75963 | -51385 | -311699 | -226948 | -126395 |
Profit Factor | 1.267 | 1.2603 | 1.2742 | 1.1298 | 1.1117 | 1.1507 |
Total Trades | 481 | 241 | 240 | 481 | 241 | 240 |
Winning Trades | 213 | 98 | 115 | 213 | 98 | 115 |
Losing Trades | 268 | 143 | 125 | 268 | 143 | 125 |
Profitability (%) | 44.2827 | 40.6639 | 47.9167 | 44.2827 | 40.6639 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.5941 | 1.839 | 1.385 | 1.4215 | 1.6222 | 1.2508 |
Largest Winning Trade | 42457 | 42457 | 35516 | 92566 | 92566 | 52677 |
Largest Losing Trade | -29637 | -29359 | -29637 | -125853 | -125853 | -89743 |
Avg Bars in Trades | 28 | 30 | 26 | 28 | 30 | 26 |
Avg Bars in Winners | 30 | 34 | 26 | 30 | 34 | 26 |
Avg Bars in Losers | 26 | 27 | 25 | 26 | 27 | 25 |
Bars Traded | 13583 | 7288 | 6295 | 13583 | 7288 | 6295 |
Profit Streak | 0 | 0 | 488.7853 | 0 | 0 | 488.7853 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345286 | 143236 | 17629 | -70263 | -167727 | -105770 |
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{ "first_band": { "type": "fwma", "factors": { "length": 40, "offset": 168 } }, "second_band": { "type": "midpoint", "factors": { "length": 115, "offset": 75 } } }
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# | 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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