Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2070624.7992 | -171322.6115 | -1899302.1877 | -96063.5489 | 2309789.0347 | -2405852.5835 |
Total P&L (%) | -2070.6248 | -171.3226 | -1899.3022 | -96.0635 | 2309.789 | -2405.8526 |
Avg Daily Profit (%) | -1.1005 | -0.0911 | -1.0095 | -0.1718 | 0.1693 | 0 |
Buy And Hold Return (%) | 434.8 | 434.8 | 434.8 | 434.8 | 434.8 | 434.8 |
Max Trade Drawdown | -2141965 | -223743 | -1926983 | -2078159 | -259992 | -2650062 |
Profit Factor | 0.1763 | 0.5533 | 0.1084 | 0.9794 | 5.2524 | 0.4157 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 54 | 24 | 30 | 42 | 26 | 16 |
Losing Trades | 30 | 18 | 12 | 42 | 16 | 26 |
Profitability (%) | 64.2857 | 57.1429 | 71.4286 | 50 | 61.9048 | 38.0952 |
Ratio Avg Win / Avg Loss | 0.0979 | 0.415 | 0.0433 | 0.9794 | 3.2322 | 0.6756 |
Largest Winning Trade | 26475 | 26475 | 20719 | 1264996 | 848967 | 1264996 |
Largest Losing Trade | -1209970 | -58682 | -1209970 | -1693502 | -190910 | -1693502 |
Avg Bars in Trades | 41 | 50 | 32 | 41 | 50 | 32 |
Avg Bars in Winners | 15 | 19 | 12 | 54 | 61 | 42 |
Avg Bars in Losers | 86 | 90 | 80 | 28 | 32 | 25 |
Bars Traded | 3467 | 2112 | 1355 | 3467 | 2112 | 1355 |
Profit Streak | 90.0741 | 90.0741 | 140.5741 | 90.0741 | 90.0741 | 140.5741 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576977 | -578848 | -576574 | -579106 | 618348 | -583981 |
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{ "first_band": { "type": "fwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 67, "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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