Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426596.0247 | 292769.3373 | 133826.6874 | 851824.2815 | 492522.2001 | 359302.0814 |
Total P&L (%) | 426.596 | 292.7693 | 133.8267 | 851.8243 | 492.5222 | 359.3021 |
Avg Daily Profit (%) | 0.3421 | 0.2348 | 0.1073 | 0.1809 | 0.1428 | 0.1223 |
Buy And Hold Return (%) | 117.2251 | 117.2251 | 117.2251 | 117.2251 | 117.2251 | 117.2251 |
Max Trade Drawdown | -99375 | -49602 | -97402 | -275395 | -275395 | -235444 |
Profit Factor | 1.9401 | 2.8029 | 1.4593 | 2.0184 | 2.2839 | 1.7936 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 81.5534 | 84.3137 | 78.8462 | 81.5534 | 84.3137 | 78.8462 |
Ratio Avg Win / Avg Loss | 0.4388 | 0.5215 | 0.3915 | 0.4566 | 0.4249 | 0.4812 |
Largest Winning Trade | 30147 | 26392 | 30147 | 122279 | 89530 | 122279 |
Largest Losing Trade | -62992 | -49602 | -62992 | -275395 | -275395 | -190757 |
Avg Bars in Trades | 45 | 56 | 34 | 45 | 56 | 34 |
Avg Bars in Winners | 26 | 34 | 19 | 26 | 34 | 19 |
Avg Bars in Losers | 129 | 178 | 93 | 129 | 178 | 93 |
Bars Traded | 4707 | 2900 | 1807 | 4707 | 2900 | 1807 |
Profit Streak | 48.673 | 164.173 | 48.673 | 48.673 | 164.173 | 48.673 |
Trades During Streak | 10 | 10 | 5 | 10 | 10 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484974 | -167273 | -346808 | 547351 | -177094 | -206894 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcm", "factors": { "length": 201, "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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