Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416992.3267 | 304623.6894 | 112368.6372 | 181680.5268 | -674837.3312 | 856517.858 |
Total P&L (%) | 416.9923 | 304.6237 | 112.3686 | 181.6805 | -674.8373 | 856.5179 |
Avg Daily Profit (%) | 0.2185 | 0.1596 | 0.0589 | 0.0543 | 0 | 0.1184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142631 | -134705 | -31669 | -1545547 | -1797535 | -200842 |
Profit Factor | 1.423 | 1.3869 | 1.5665 | 1.0247 | 0.8915 | 1.761 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Losing Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Profitability (%) | 64.9057 | 64.3939 | 65.4135 | 64.9057 | 64.3939 | 65.4135 |
Ratio Avg Win / Avg Loss | 0.7694 | 0.7669 | 0.8283 | 0.5541 | 0.493 | 0.9311 |
Largest Winning Trade | 68733 | 68733 | 16200 | 278076 | 278076 | 162682 |
Largest Losing Trade | -61072 | -61072 | -18645 | -890904 | -890904 | -154392 |
Avg Bars in Trades | 14 | 27 | 1 | 14 | 27 | 1 |
Avg Bars in Winners | 6 | 12 | 1 | 6 | 12 | 1 |
Avg Bars in Losers | 27 | 53 | 2 | 27 | 53 | 2 |
Bars Traded | 3769 | 3568 | 201 | 3769 | 3568 | 201 |
Profit Streak | 3.4271 | 16.9271 | 3.4271 | 3.4271 | 16.9271 | 3.4271 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369053 | 332339 | -112930 | -312121 | -577770 | -32648 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.77748, "nb": 0.28821, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.77748, "nb": 0.28821, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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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