Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6199435.5888 | 6227143.9903 | -27708.4015 | 1825481.8331 | 2325238.252 | -499756.4189 |
Total P&L (%) | 6199.4356 | 6227.144 | -27.7084 | 1825.4818 | 2325.2383 | -499.7564 |
Avg Daily Profit (%) | 3.1573 | 3.1715 | -0.0141 | 0.1508 | 0.1625 | 0 |
Buy And Hold Return (%) | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 | 1634.7965 |
Max Trade Drawdown | -137924 | -94876 | -68344 | -3555506 | -3127430 | -997844 |
Profit Factor | 13.3956 | 18.8661 | 0.8172 | 1.2005 | 1.333 | 0.7644 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 61 | 32 | 29 | 61 | 32 | 29 |
Profitability (%) | 37.1134 | 33.3333 | 40.8163 | 37.1134 | 33.3333 | 40.8163 |
Ratio Avg Win / Avg Loss | 22.698 | 37.7322 | 1.185 | 2.0342 | 2.666 | 1.1084 |
Largest Winning Trade | 6173990 | 6173990 | 18487 | 2947978 | 2947978 | 297556 |
Largest Losing Trade | -43757 | -43757 | -19361 | -1396222 | -1396222 | -366610 |
Avg Bars in Trades | 74 | 147 | 3 | 74 | 147 | 3 |
Avg Bars in Winners | 147 | 326 | 4 | 147 | 326 | 4 |
Avg Bars in Losers | 31 | 57 | 3 | 31 | 57 | 3 |
Bars Traded | 7271 | 7077 | 194 | 7271 | 7077 | 194 |
Profit Streak | 0 | 452.7788 | 0 | 0 | 452.7788 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 596901 | 559907 | -582308 | -126038 | -31076 | -582308 |
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{ "first_band": { "type": "dcl", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.42374, "nb": 0.22583, "nc": 0.53796 } } }
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# | 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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