Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84267.3825 | 45826.0532 | 38441.3293 | 104211.1361 | 41239.0989 | 62972.0372 |
Total P&L (%) | 84.2674 | 45.8261 | 38.4413 | 104.2111 | 41.2391 | 62.972 |
Avg Daily Profit (%) | 0.1836 | 0.0998 | 0.0837 | 0.1556 | 0.0752 | 0.1064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26937 | -26937 | -20703 | -69095 | -69095 | -30350 |
Profit Factor | 1.4544 | 1.5078 | 1.4038 | 1.3518 | 1.2556 | 1.467 |
Total Trades | 363 | 181 | 182 | 363 | 181 | 182 |
Winning Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 77.686 | 77.9006 | 77.4725 | 77.686 | 77.9006 | 77.4725 |
Ratio Avg Win / Avg Loss | 0.4177 | 0.4277 | 0.4082 | 0.3883 | 0.3562 | 0.4266 |
Largest Winning Trade | 6600 | 5023 | 6600 | 7049 | 7049 | 6003 |
Largest Losing Trade | -26937 | -26937 | -20703 | -69095 | -69095 | -30350 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 16 | 15 | 16 | 16 | 15 | 16 |
Avg Bars in Losers | 76 | 68 | 84 | 76 | 68 | 84 |
Bars Traded | 10816 | 4999 | 5817 | 10816 | 4999 | 5817 |
Profit Streak | 596.5694 | 602.7777 | 596.5694 | 596.5694 | 602.7777 | 596.5694 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460770 | -57248 | -80690 | 429613 | -91972 | -48133 |
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{ "first_band": { "type": "fwma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 90, "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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