Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335554.9178 | 252804.3515 | 82750.5663 | 50334.7556 | -265884.9362 | 316219.6919 |
Total P&L (%) | 335.5549 | 252.8044 | 82.7506 | 50.3348 | -265.8849 | 316.2197 |
Avg Daily Profit (%) | 0.1611 | 0.1214 | 0.0397 | 0.0196 | 0 | 0.0685 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104499 | -112079 | -82243 | -657322 | -919231 | -136563 |
Profit Factor | 1.2421 | 1.2435 | 1.2378 | 1.0116 | 0.9235 | 1.3708 |
Total Trades | 459 | 230 | 229 | 459 | 230 | 229 |
Winning Trades | 292 | 154 | 138 | 292 | 154 | 138 |
Losing Trades | 167 | 76 | 91 | 167 | 76 | 91 |
Profitability (%) | 63.6166 | 66.9565 | 60.262 | 63.6166 | 66.9565 | 60.262 |
Ratio Avg Win / Avg Loss | 0.7104 | 0.6137 | 0.8162 | 0.5786 | 0.4558 | 0.9039 |
Largest Winning Trade | 31801 | 31801 | 15768 | 123096 | 123096 | 57952 |
Largest Losing Trade | -57394 | -57394 | -27395 | -329704 | -329704 | -58300 |
Avg Bars in Trades | 54 | 100 | 7 | 54 | 100 | 7 |
Avg Bars in Winners | 24 | 41 | 5 | 24 | 41 | 5 |
Avg Bars in Losers | 106 | 220 | 10 | 106 | 220 | 10 |
Bars Traded | 24892 | 23114 | 1778 | 24892 | 23114 | 1778 |
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 | 342569 | -30048 | -139543 | -373257 | -577931 | -100381 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.41674, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 90, "offset": 0, "std": 2.26726 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.41674, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 90, "offset": 0, "std": 2.26726 } } }
# | 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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