Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -243242.2809 | 152527.6849 | -395769.9658 | 17676867.6297 | 3723513.3167 | 13953354.313 |
Total P&L (%) | -243.2423 | 152.5277 | -395.77 | 17676.8676 | 3723.5133 | 13953.3543 |
Avg Daily Profit (%) | -0.1007 | 0.0632 | -0.1639 | 0.2147 | 0.151 | 0.205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -729685 | -76858 | -745829 | -17693860 | -9240895 | -10732184 |
Profit Factor | 0.7719 | 1.8087 | 0.5492 | 1.5902 | 1.2788 | 1.8407 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 71 | 32 | 39 | 71 | 31 | 40 |
Losing Trades | 25 | 16 | 9 | 25 | 17 | 8 |
Profitability (%) | 73.9583 | 66.6667 | 81.25 | 73.9583 | 64.5833 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.2718 | 0.9043 | 0.1267 | 0.5599 | 0.7013 | 0.3681 |
Largest Winning Trade | 50181 | 50181 | 48043 | 3547156 | 3351737 | 3547156 |
Largest Losing Trade | -550563 | -55847 | -550563 | -7509206 | -4098799 | -7509206 |
Avg Bars in Trades | 73 | 33 | 112 | 73 | 33 | 112 |
Avg Bars in Winners | 41 | 17 | 61 | 51 | 16 | 77 |
Avg Bars in Losers | 162 | 65 | 336 | 135 | 62 | 289 |
Bars Traded | 7010 | 1587 | 5423 | 7010 | 1587 | 5423 |
Profit Streak | 109.4567 | 178.79 | 109.4567 | 109.4567 | 178.79 | 109.4567 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575598 | -104292 | -575287 | 487212 | 334688 | 521563 |
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{ "first_band": { "type": "fwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 87, "offset": 74 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 87, "offset": 74 } } }
# | 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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