Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2783064.5742 | 175173.1807 | -2958237.7548 | -112012499.6795 | -667727009.1561 | 555714509.4767 |
Total P&L (%) | -2783.0646 | 175.1732 | -2958.2378 | -112012.4997 | -667727.0092 | 555714.5095 |
Avg Daily Profit (%) | -1.4958 | 0.0942 | -1.59 | 0 | 0 | 0.4645 |
Buy And Hold Return (%) | 5998.1057 | 5998.1057 | 5998.1057 | 5998.1057 | 5998.1057 | 5998.1057 |
Max Trade Drawdown | -3079450 | -91438 | -3131514 | -946730947 | -667886847 | -688372575 |
Profit Factor | 0.2618 | 1.7639 | 0.1645 | 0.946 | 0.3759 | 1.5525 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 165 | 81 | 84 | 114 | 56 | 58 |
Losing Trades | 40 | 22 | 18 | 91 | 47 | 44 |
Profitability (%) | 80.4878 | 78.6408 | 82.3529 | 55.6098 | 54.3689 | 56.8627 |
Ratio Avg Win / Avg Loss | 0.0635 | 0.4791 | 0.0353 | 0.7552 | 0.3155 | 1.1778 |
Largest Winning Trade | 40257 | 40257 | 35224 | 426905916 | 56010169 | 426905916 |
Largest Losing Trade | -2257054 | -43393 | -2257054 | -353468321 | -280906183 | -353468321 |
Avg Bars in Trades | 102 | 33 | 172 | 102 | 33 | 172 |
Avg Bars in Winners | 42 | 16 | 67 | 88 | 22 | 153 |
Avg Bars in Losers | 350 | 93 | 663 | 119 | 46 | 197 |
Bars Traded | 21021 | 3427 | 17593 | 21021 | 3427 | 17593 |
Profit Streak | 86.1588 | 86.1588 | 106.2421 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574807 | -228214 | -575234 | -578977 | -580491 | 451188 |
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{ "first_band": { "type": "fwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 185, "offset": 97 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 185, "offset": 97 } } }
# | 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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