Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234227.0033 | 306771.3552 | -72544.3519 | -80334.3328 | 77812.6641 | -158146.9969 |
Total P&L (%) | 234.227 | 306.7714 | -72.5444 | -80.3343 | 77.8127 | -158.147 |
Avg Daily Profit (%) | 0.1247 | 0.1633 | -0.0386 | -0.0865 | 0.0306 | 0 |
Buy And Hold Return (%) | 13.6714 | 13.6714 | 13.6714 | 13.6714 | 13.6714 | 13.6714 |
Max Trade Drawdown | -249916 | -136961 | -168901 | -956838 | -667465 | -343799 |
Profit Factor | 1.1655 | 1.4984 | 0.9093 | 0.9707 | 1.0587 | 0.8884 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Losing Trades | 121 | 57 | 64 | 121 | 57 | 64 |
Profitability (%) | 50.2058 | 53.2787 | 47.1074 | 50.2058 | 53.2787 | 47.1074 |
Ratio Avg Win / Avg Loss | 1.1559 | 1.314 | 1.021 | 0.9628 | 0.9284 | 0.9975 |
Largest Winning Trade | 136843 | 136843 | 49021 | 156680 | 156680 | 121429 |
Largest Losing Trade | -60301 | -42637 | -60301 | -210699 | -210699 | -148990 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Losers | 14 | 14 | 14 | 14 | 14 | 14 |
Bars Traded | 3538 | 1774 | 1764 | 3538 | 1774 | 1764 |
Profit Streak | 17.3339 | 17.3339 | 24.3339 | 17.3339 | 17.3339 | 24.3339 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62465 | 347209 | -579647 | -578134 | -309419 | -581313 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.16938, "nc": 0.31458 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 183 } } }
# | 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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