Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237073.6685 | 70242.2157 | 166831.4528 | 82282.2388 | -279698.3947 | 361980.6335 |
Total P&L (%) | 237.0737 | 70.2422 | 166.8315 | 82.2822 | -279.6984 | 361.9806 |
Avg Daily Profit (%) | 0.1823 | 0.054 | 0.1283 | 0.0462 | 0 | 0.1177 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112220 | -91562 | -69903 | -323252 | -381607 | -153951 |
Profit Factor | 1.2901 | 1.1532 | 1.4651 | 1.0456 | 0.7471 | 1.5174 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 91 | 48 | 43 | 91 | 48 | 43 |
Profitability (%) | 52.6042 | 50 | 55.2083 | 52.6042 | 50 | 55.2083 |
Ratio Avg Win / Avg Loss | 1.1624 | 1.1532 | 1.1887 | 0.942 | 0.7471 | 1.2311 |
Largest Winning Trade | 58651 | 49163 | 58651 | 112297 | 112297 | 79981 |
Largest Losing Trade | -46353 | -46353 | -29327 | -97273 | -97273 | -51390 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 19 | 20 | 19 | 19 | 20 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 3834 | 1916 | 1918 | 3834 | 1916 | 1918 |
Profit Streak | 14.4678 | 14.4678 | 34.4678 | 14.4678 | 14.4678 | 34.4678 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366761 | -172259 | -19044 | -300618 | -580206 | -32775 |
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{ "first_band": { "type": "bbm", "factors": { "length": 209, "offset": 0, "std": 4.80688 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11503, "nb": 0.1, "nc": 0.40624 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 209, "offset": 0, "std": 4.80688 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.11503, "nb": 0.1, "nc": 0.40624 } } }
# | 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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