Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1706266.4657 | 1593684.2092 | 112582.2565 | 12141464.0566 | 8847020.0305 | 3294444.0262 |
Total P&L (%) | 1706.2665 | 1593.6842 | 112.5823 | 12141.4641 | 8847.02 | 3294.444 |
Avg Daily Profit (%) | 0.9281 | 0.8668 | 0.0612 | 0.2618 | 0.2447 | 0.1919 |
Buy And Hold Return (%) | 643.7236 | 643.7236 | 643.7236 | 643.7236 | 643.7236 | 643.7236 |
Max Trade Drawdown | -121736 | -86639 | -66671 | -14410279 | -10496741 | -9709575 |
Profit Factor | 2.5187 | 3.8561 | 1.1991 | 1.1724 | 1.2402 | 1.0981 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 158 | 80 | 78 | 158 | 80 | 78 |
Losing Trades | 361 | 180 | 181 | 361 | 180 | 181 |
Profitability (%) | 30.4432 | 30.7692 | 30.1158 | 30.4432 | 30.7692 | 30.1158 |
Ratio Avg Win / Avg Loss | 5.7547 | 8.6762 | 2.7825 | 2.6787 | 2.7903 | 2.5481 |
Largest Winning Trade | 1060782 | 1060782 | 63671 | 7923041 | 7923041 | 5310402 |
Largest Losing Trade | -17631 | -11610 | -17631 | -1581335 | -1553682 | -1581335 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 34 | 31 | 37 | 34 | 31 | 37 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 7277 | 3402 | 3875 | 7277 | 3402 | 3875 |
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 | 361475 | 362393 | -284020 | -25816 | 102711 | -111452 |
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{ "first_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.68765 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.55039, "nb": 0.98374, "nc": 0.67604 } } }
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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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