Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578446.2037 | 431570.2567 | 146875.947 | 623437.3937 | 48585.585 | 574851.8087 |
Total P&L (%) | 578.4462 | 431.5703 | 146.8759 | 623.4374 | 48.5856 | 574.8518 |
Avg Daily Profit (%) | 0.304 | 0.2268 | 0.0772 | 0.1041 | 0.0208 | 0.1004 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152179 | -112388 | -99725 | -404582 | -301063 | -336205 |
Profit Factor | 1.4075 | 1.5871 | 1.2146 | 1.2314 | 1.0324 | 1.4819 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 175 | 92 | 83 | 175 | 92 | 83 |
Losing Trades | 194 | 93 | 101 | 194 | 93 | 101 |
Profitability (%) | 47.4255 | 49.7297 | 45.1087 | 47.4255 | 49.7297 | 45.1087 |
Ratio Avg Win / Avg Loss | 1.5603 | 1.6044 | 1.478 | 1.3651 | 1.0436 | 1.8033 |
Largest Winning Trade | 149716 | 149716 | 44689 | 239796 | 225865 | 239796 |
Largest Losing Trade | -32356 | -31900 | -32356 | -299169 | -299169 | -84141 |
Avg Bars in Trades | 10 | 9 | 10 | 10 | 9 | 10 |
Avg Bars in Winners | 12 | 12 | 13 | 12 | 12 | 13 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3702 | 1822 | 1879 | 3702 | 1822 | 1879 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431446 | 409899 | -91524 | -52762 | -350842 | -57420 |
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{ "first_band": { "type": "bbm", "factors": { "length": 67, "offset": 0, "std": 4.56177 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.13331, "nb": 0.90031, "nc": 0.31371 } } }
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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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