Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516646.3358 | 399430.9979 | 117215.3379 | 356251.4799 | 235185.3537 | 121066.1262 |
Total P&L (%) | 516.6463 | 399.431 | 117.2153 | 356.2515 | 235.1854 | 121.0661 |
Avg Daily Profit (%) | 0.2379 | 0.184 | 0.054 | 0.0699 | 0.0557 | 0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148718 | -114276 | -102230 | -833557 | -630020 | -517855 |
Profit Factor | 1.6296 | 2.0611 | 1.2639 | 1.1123 | 1.1589 | 1.0715 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 110 | 52 | 58 | 110 | 52 | 58 |
Losing Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Profitability (%) | 52.8846 | 50 | 55.7692 | 52.8846 | 50 | 55.7692 |
Ratio Avg Win / Avg Loss | 1.4518 | 2.0611 | 1.0024 | 0.9909 | 1.1589 | 0.8498 |
Largest Winning Trade | 293284 | 293284 | 49458 | 266490 | 235327 | 266490 |
Largest Losing Trade | -43802 | -35203 | -43802 | -319838 | -312173 | -319838 |
Avg Bars in Trades | 30 | 27 | 32 | 30 | 27 | 32 |
Avg Bars in Winners | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Losers | 27 | 27 | 27 | 27 | 27 | 27 |
Bars Traded | 6322 | 2905 | 3417 | 6322 | 2905 | 3417 |
Profit Streak | 52.6347 | 52.6347 | 57.968 | 52.6347 | 52.6347 | 57.968 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 481443 | 461239 | -119097 | -195208 | -162790 | -285750 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 123, "na": 0.2, "nb": 0.35677, "nc": 0.1 } }, "second_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 3.06223 } } }
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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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