Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -745956.3537 | 116547.2276 | -862503.5813 | 3756449.4015 | -8858003.086 | 12614452.4875 |
Total P&L (%) | -745.9564 | 116.5472 | -862.5036 | 3756.4494 | -8858.0031 | 12614.4525 |
Avg Daily Profit (%) | -0.3976 | 0.0621 | -0.4598 | 0.1949 | 0 | 0.2586 |
Buy And Hold Return (%) | 238.4265 | 238.4265 | 238.4265 | 238.4265 | 238.4265 | 238.4265 |
Max Trade Drawdown | -978990 | -108202 | -995635 | -8850501 | -10253108 | -3659452 |
Profit Factor | 0.4244 | 1.6928 | 0.2353 | 1.2059 | 0.3224 | 3.4383 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 54 | 27 | 27 | 44 | 21 | 23 |
Losing Trades | 9 | 4 | 5 | 19 | 10 | 9 |
Profitability (%) | 85.7143 | 87.0968 | 84.375 | 69.8413 | 67.7419 | 71.875 |
Ratio Avg Win / Avg Loss | 0.0707 | 0.2508 | 0.0436 | 0.5207 | 0.1535 | 1.3454 |
Largest Winning Trade | 32692 | 32692 | 29337 | 13366394 | 1086544 | 13366394 |
Largest Losing Trade | -839657 | -79428 | -839657 | -7990227 | -7990227 | -1981070 |
Avg Bars in Trades | 56 | 71 | 40 | 56 | 71 | 40 |
Avg Bars in Winners | 21 | 22 | 19 | 21 | 17 | 26 |
Avg Bars in Losers | 265 | 401 | 156 | 134 | 185 | 78 |
Bars Traded | 3528 | 2221 | 1307 | 3528 | 2221 | 1307 |
Profit Streak | 138.167 | 138.167 | 279.667 | 138.167 | 138.167 | 279.667 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -725790 | -269399 | -575059 | -141048 | -577134 | 656757 |
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{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 216, "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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