Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 801322.7535 | 576779.1681 | 224543.5855 | 4616578.7437 | 482581.7723 | 4133996.9714 |
Total P&L (%) | 801.3228 | 576.7792 | 224.5436 | 4616.5787 | 482.5818 | 4133.997 |
Avg Daily Profit (%) | 0.4305 | 0.3099 | 0.1206 | 0.2073 | 0.0947 | 0.2014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73901 | -55348 | -67481 | -5697555 | -3463555 | -2470812 |
Profit Factor | 2.3709 | 3.1873 | 1.6999 | 1.3165 | 1.0632 | 1.595 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 49.1429 | 48.8636 | 49.4253 | 49.1429 | 48.8636 | 49.4253 |
Ratio Avg Win / Avg Loss | 2.4536 | 3.3356 | 1.7394 | 1.3624 | 1.1126 | 1.6321 |
Largest Winning Trade | 335244 | 335244 | 60010 | 2858302 | 2335683 | 2858302 |
Largest Losing Trade | -56877 | -19193 | -56877 | -1034507 | -1034507 | -888522 |
Avg Bars in Trades | 30 | 26 | 35 | 30 | 26 | 35 |
Avg Bars in Winners | 45 | 37 | 53 | 45 | 37 | 53 |
Avg Bars in Losers | 16 | 15 | 17 | 16 | 15 | 17 |
Bars Traded | 5422 | 2327 | 3095 | 5422 | 2327 | 3095 |
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 | 543857 | 525071 | -29282 | 319235 | -218028 | 378107 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 106, "na": 0.65909, "nb": 0.56497, "nc": 0.07786 } }, "second_band": { "type": "dcm", "factors": { "length": 30, "offset": 0 } } }
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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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