Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251911.636 | 118384.4299 | 133527.2061 | -92887.7071 | 134464.918 | -227352.6251 |
Total P&L (%) | 251.9116 | 118.3844 | 133.5272 | -92.8877 | 134.4649 | -227.3526 |
Avg Daily Profit (%) | 0.1508 | 0.0709 | 0.08 | -0.1582 | 0.051 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226390 | -122545 | -163346 | -362668 | -71821 | -298703 |
Profit Factor | 1.1999 | 1.2111 | 1.191 | 0.8987 | 1.4855 | 0.6447 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 111 | 50 | 61 | 111 | 50 | 61 |
Losing Trades | 95 | 53 | 42 | 95 | 53 | 42 |
Profitability (%) | 53.8835 | 48.5437 | 59.2233 | 53.8835 | 48.5437 | 59.2233 |
Ratio Avg Win / Avg Loss | 1.027 | 1.2838 | 0.82 | 0.7691 | 1.5746 | 0.4439 |
Largest Winning Trade | 151522 | 151522 | 41434 | 117728 | 117728 | 55006 |
Largest Losing Trade | -92453 | -36886 | -92453 | -260329 | -49305 | -260329 |
Avg Bars in Trades | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3228 | 1613 | 1615 | 3228 | 1613 | 1615 |
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 | 304663 | -99315 | -97108 | -578918 | -122994 | -579584 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.52321 } }, "second_band": { "type": "dcl", "factors": { "length": 92, "offset": 0 } } }
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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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