Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387720.767 | 347993.704 | 39727.0629 | 74756.5588 | 538006.0982 | -463249.5394 |
Total P&L (%) | 387.7208 | 347.9937 | 39.7271 | 74.7566 | 538.0061 | -463.2495 |
Avg Daily Profit (%) | 0.2412 | 0.2165 | 0.0247 | 0.0347 | 0.1154 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177973 | -130854 | -88439 | -1411812 | -927979 | -599618 |
Profit Factor | 1.6164 | 2.1145 | 1.1254 | 1.0276 | 1.4151 | 0.6731 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 41.6 | 38.0952 | 45.1613 | 41.6 | 38.0952 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.2692 | 3.4361 | 1.3666 | 1.4425 | 2.2995 | 0.8173 |
Largest Winning Trade | 216000 | 216000 | 63205 | 1084491 | 1084491 | 274467 |
Largest Losing Trade | -32227 | -23393 | -32227 | -270806 | -249061 | -270806 |
Avg Bars in Trades | 24 | 19 | 29 | 24 | 19 | 29 |
Avg Bars in Winners | 43 | 34 | 51 | 43 | 34 | 51 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3012 | 1210 | 1802 | 3012 | 1210 | 1802 |
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 | 301529 | -139526 | -400442 | -339374 | -188001 | -736562 |
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{ "first_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 3.22458 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.36141, "nb": 0.30541, "nc": 0.4332 } } }
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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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