Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381491.7184 | 425160.394 | -43668.6756 | -79418.6218 | -25483.8841 | -53934.7377 |
Total P&L (%) | 381.4917 | 425.1604 | -43.6687 | -79.4186 | -25.4839 | -53.9347 |
Avg Daily Profit (%) | 0.1659 | 0.1849 | -0.019 | -0.0687 | -0.0128 | -0.0337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168986 | -87409 | -132307 | -206629 | -115437 | -194562 |
Profit Factor | 1.5202 | 2.3553 | 0.8959 | 0.8951 | 0.9166 | 0.8805 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 64 | 38 | 26 | 64 | 38 | 26 |
Profitability (%) | 50.3876 | 41.5385 | 59.375 | 50.3876 | 41.5385 | 59.375 |
Ratio Avg Win / Avg Loss | 1.4968 | 3.3148 | 0.613 | 0.8813 | 1.2901 | 0.6024 |
Largest Winning Trade | 381961 | 381961 | 51873 | 69885 | 64436 | 69885 |
Largest Losing Trade | -72494 | -62220 | -72494 | -109815 | -39610 | -109815 |
Avg Bars in Trades | 66 | 58 | 74 | 66 | 58 | 74 |
Avg Bars in Winners | 84 | 83 | 84 | 84 | 83 | 84 |
Avg Bars in Losers | 47 | 40 | 58 | 47 | 40 | 58 |
Bars Traded | 8558 | 3819 | 4739 | 8558 | 3819 | 4739 |
Profit Streak | 25.3852 | 25.3852 | 76.1352 | 25.3852 | 25.3852 | 76.1352 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366264 | -122728 | -718185 | -579363 | -713817 | -718185 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 241, "na": 0.67216, "nb": 0.1862, "nc": 0.1 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } } }
# | 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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