Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387272.7284 | 455105.1196 | -67832.3911 | -51460.0128 | 311162.6823 | -362622.6951 |
Total P&L (%) | 387.2727 | 455.1051 | -67.8324 | -51.46 | 311.1627 | -362.6227 |
Avg Daily Profit (%) | 0.2095 | 0.2462 | -0.0367 | -0.0391 | 0.0765 | 0 |
Buy And Hold Return (%) | 173.0367 | 173.0367 | 173.0367 | 173.0367 | 173.0367 | 173.0367 |
Max Trade Drawdown | -203626 | -178953 | -76269 | -1505167 | -1242907 | -431419 |
Profit Factor | 1.6902 | 2.0846 | 0.5207 | 0.9793 | 1.1635 | 0.3807 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Profitability (%) | 47.4747 | 53.0612 | 42 | 47.4747 | 53.0612 | 42 |
Ratio Avg Win / Avg Loss | 1.87 | 1.8441 | 0.719 | 1.0835 | 1.0292 | 0.5258 |
Largest Winning Trade | 256458 | 256458 | 11450 | 664384 | 664384 | 65123 |
Largest Losing Trade | -79917 | -79917 | -15293 | -883999 | -883999 | -148379 |
Avg Bars in Trades | 51 | 101 | 2 | 51 | 101 | 2 |
Avg Bars in Winners | 31 | 54 | 2 | 31 | 54 | 2 |
Avg Bars in Losers | 70 | 155 | 2 | 70 | 155 | 2 |
Bars Traded | 5113 | 4992 | 121 | 5113 | 4992 | 121 |
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 | 175855 | 325185 | -763666 | -579829 | -139207 | -763666 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.83122, "nc": 0.75668 } }, "second_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 4.78775 } } }
# | 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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