Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1370718.4301 | 98359.1308 | -1469077.5609 | 1192995.0204 | 24864549.2967 | -23671554.2762 |
Total P&L (%) | -1370.7184 | 98.3591 | -1469.0776 | 1192.995 | 24864.5493 | -23671.5543 |
Avg Daily Profit (%) | -0.7376 | 0.0529 | -0.7906 | 0.1378 | 0.2975 | 0 |
Buy And Hold Return (%) | 5154.0308 | 5154.0308 | 5154.0308 | 5154.0308 | 5154.0308 | 5154.0308 |
Max Trade Drawdown | -1529480 | -115836 | -1549205 | -36819546 | -9896170 | -43265999 |
Profit Factor | 0.395 | 1.2808 | 0.2329 | 1.0112 | 1.8812 | 0.6986 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 186 | 89 | 97 | 112 | 61 | 51 |
Losing Trades | 63 | 36 | 27 | 137 | 64 | 73 |
Profitability (%) | 74.6988 | 71.2 | 78.2258 | 44.9799 | 48.8 | 41.129 |
Ratio Avg Win / Avg Loss | 0.1338 | 0.5181 | 0.0648 | 1.2369 | 1.9737 | 1 |
Largest Winning Trade | 38102 | 38102 | 22571 | 19335998 | 13609989 | 19335998 |
Largest Losing Trade | -720284 | -58666 | -720284 | -26289978 | -6303142 | -26289978 |
Avg Bars in Trades | 86 | 84 | 89 | 86 | 84 | 89 |
Avg Bars in Winners | 28 | 30 | 26 | 86 | 82 | 90 |
Avg Bars in Losers | 259 | 217 | 315 | 87 | 85 | 88 |
Bars Traded | 21626 | 10537 | 11089 | 21626 | 10537 | 11089 |
Profit Streak | 42.286 | 74.2027 | 0 | 42.286 | 74.2027 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575722 | -285810 | -577066 | -382720 | 418928 | -584452 |
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{ "first_band": { "type": "fwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "offset": 183 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "offset": 183 } } }
# | 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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