Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1790010.4995 | -103123.2488 | -1686887.2507 | 36835.5669 | -4859738.9446 | 4896574.5114 |
Total P&L (%) | -1790.0105 | -103.1232 | -1686.8873 | 36.8356 | -4859.7389 | 4896.5745 |
Avg Daily Profit (%) | -0.792 | -0.0456 | -0.7464 | 0.0139 | 0 | 0.1732 |
Buy And Hold Return (%) | 445.5994 | 445.5994 | 445.5994 | 445.5994 | 445.5994 | 445.5994 |
Max Trade Drawdown | -1897852 | -160314 | -1792366 | -6646111 | -5035578 | -2938637 |
Profit Factor | 0.1832 | 0.6358 | 0.116 | 1.0032 | 0.3302 | 2.1658 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 11 | 20 | 29 | 9 | 20 |
Losing Trades | 29 | 19 | 10 | 31 | 21 | 10 |
Profitability (%) | 51.6667 | 36.6667 | 66.6667 | 48.3333 | 30 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1713 | 1.0982 | 0.058 | 1.0724 | 0.7705 | 1.0829 |
Largest Winning Trade | 35834 | 32580 | 35834 | 5592942 | 889403 | 5592942 |
Largest Losing Trade | -1305262 | -40310 | -1305262 | -2749269 | -2079942 | -2749269 |
Avg Bars in Trades | 71 | 55 | 86 | 71 | 55 | 86 |
Avg Bars in Winners | 49 | 33 | 58 | 53 | 34 | 62 |
Avg Bars in Losers | 94 | 68 | 144 | 87 | 64 | 136 |
Bars Traded | 4275 | 1666 | 2609 | 4275 | 1666 | 2609 |
Profit Streak | 0 | 0 | 252.9278 | 0 | 0 | 252.9278 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -754061 | -584344 | -577312 | -731218 | -588603 | 514196 |
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{ "first_band": { "type": "dcu", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 99, "offset": 106 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 99, "offset": 106 } } }
# | 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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