Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824693.5482 | 888478.5773 | -63785.0292 | -69311.2194 | 707358.5096 | -776669.729 |
Total P&L (%) | 824.6935 | 888.4786 | -63.785 | -69.3112 | 707.3585 | -776.6697 |
Avg Daily Profit (%) | 0.4312 | 0.4645 | -0.0333 | -0.0617 | 0.1093 | 0 |
Buy And Hold Return (%) | 20.5934 | 20.5934 | 20.5934 | 20.5934 | 20.5934 | 20.5934 |
Max Trade Drawdown | -265129 | -191384 | -119655 | -1379744 | -684090 | -722110 |
Profit Factor | 2.4254 | 4.0204 | 0.7757 | 0.9708 | 1.7153 | 0.4394 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 45.5696 | 42.5 | 48.7179 | 45.5696 | 42.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.8969 | 5.4394 | 0.8166 | 1.1596 | 2.3208 | 0.4625 |
Largest Winning Trade | 1036205 | 1036205 | 47342 | 1036205 | 1036205 | 143397 |
Largest Losing Trade | -58218 | -38130 | -58218 | -691370 | -296081 | -691370 |
Avg Bars in Trades | 67 | 64 | 71 | 67 | 64 | 71 |
Avg Bars in Winners | 94 | 87 | 100 | 94 | 87 | 100 |
Avg Bars in Losers | 45 | 46 | 43 | 45 | 46 | 43 |
Bars Traded | 5338 | 2565 | 2773 | 5338 | 2565 | 2773 |
Profit Streak | 33.1301 | 33.1301 | 57.4635 | 33.1301 | 33.1301 | 57.4635 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17370 | 540999 | -580694 | -611116 | -45808 | -580694 |
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{ "first_band": { "type": "fwma", "factors": { "length": 66, "offset": 145 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 66, "offset": 145 } }, "second_band": { "type": "midpoint", "factors": { "length": 84, "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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