Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127214.1605 | -34053.847 | 161268.0075 | 27.7212 | -189238.6238 | 189266.345 |
Total P&L (%) | 127.2142 | -34.0538 | 161.268 | 0.0277 | -189.2386 | 189.2663 |
Avg Daily Profit (%) | 0.1227 | -0.0328 | 0.1556 | 0 | 0 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138790 | -123636 | -46520 | -242374 | -276179 | -52966 |
Profit Factor | 1.1787 | 0.9198 | 1.5615 | 1 | 0.6967 | 1.5462 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 89 | 42 | 47 | 89 | 42 | 47 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 52.9762 | 50 | 55.9524 | 52.9762 | 50 | 55.9524 |
Ratio Avg Win / Avg Loss | 1.0463 | 0.9198 | 1.2293 | 0.8877 | 0.6967 | 1.2172 |
Largest Winning Trade | 33096 | 33096 | 31198 | 57717 | 57717 | 38061 |
Largest Losing Trade | -29458 | -28989 | -29458 | -80152 | -80152 | -37588 |
Avg Bars in Trades | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Winners | 17 | 17 | 17 | 17 | 17 | 17 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 2887 | 1442 | 1444 | 2887 | 1442 | 1444 |
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 | -51603 | -580829 | 347162 | -579166 | -580829 | -53813 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08001, "nb": 0.1, "nc": 0.9792 } }, "second_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08001, "nb": 0.1, "nc": 0.9792 } }, "second_band": { "type": "midpoint", "factors": { "length": 212, "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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