Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1617147.3703 | 1543999.5442 | 73147.826 | 2257529.625 | 910909.1433 | 1346620.4817 |
Total P&L (%) | 1617.1474 | 1543.9995 | 73.1478 | 2257.5296 | 910.9091 | 1346.6205 |
Avg Daily Profit (%) | 0.7133 | 0.6811 | 0.0323 | 0.1395 | 0.1021 | 0.1179 |
Buy And Hold Return (%) | 363.2258 | 363.2258 | 363.2258 | 363.2258 | 363.2258 | 363.2258 |
Max Trade Drawdown | -83182 | -60942 | -84624 | -3177217 | -2141445 | -2920536 |
Profit Factor | 3.027 | 5.0892 | 1.1741 | 1.1125 | 1.095 | 1.1286 |
Total Trades | 293 | 147 | 146 | 293 | 147 | 146 |
Winning Trades | 157 | 75 | 82 | 157 | 75 | 82 |
Losing Trades | 136 | 72 | 64 | 136 | 72 | 64 |
Profitability (%) | 53.5836 | 51.0204 | 56.1644 | 53.5836 | 51.0204 | 56.1644 |
Ratio Avg Win / Avg Loss | 2.6221 | 4.8856 | 0.9163 | 0.9637 | 1.0512 | 0.8808 |
Largest Winning Trade | 1249035 | 1249035 | 56546 | 1797016 | 1797016 | 1068785 |
Largest Losing Trade | -54821 | -29908 | -54821 | -2089010 | -1099507 | -2089010 |
Avg Bars in Trades | 44 | 44 | 44 | 44 | 44 | 44 |
Avg Bars in Winners | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Losers | 34 | 36 | 31 | 34 | 36 | 31 |
Bars Traded | 12973 | 6533 | 6440 | 12973 | 6533 | 6440 |
Profit Streak | 0 | 0 | 23.8204 | 0 | 0 | 23.8204 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661830 | 647205 | -344616 | -103349 | -175894 | -116735 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 234, "na": 0.79076, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 234, "na": 0.79076, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "midpoint", "factors": { "length": 186, "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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