Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610463.803 | 436524.974 | 173938.829 | 393261.4304 | 504411.2994 | -111149.869 |
Total P&L (%) | 610.4638 | 436.525 | 173.9388 | 393.2614 | 504.4113 | -111.1499 |
Avg Daily Profit (%) | 0.3227 | 0.2307 | 0.0919 | 0.0844 | 0.0951 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154729 | -94738 | -166258 | -365838 | -248249 | -544147 |
Profit Factor | 1.3712 | 1.5575 | 1.2019 | 1.1098 | 1.3168 | 0.9441 |
Total Trades | 402 | 201 | 201 | 402 | 201 | 201 |
Winning Trades | 212 | 102 | 110 | 212 | 102 | 110 |
Losing Trades | 190 | 99 | 91 | 190 | 99 | 91 |
Profitability (%) | 52.7363 | 50.7463 | 54.7264 | 52.7363 | 50.7463 | 54.7264 |
Ratio Avg Win / Avg Loss | 1.2289 | 1.5117 | 0.9943 | 0.9946 | 1.278 | 0.7811 |
Largest Winning Trade | 74853 | 74853 | 39515 | 138655 | 138655 | 81954 |
Largest Losing Trade | -85496 | -39682 | -85496 | -308418 | -81401 | -308418 |
Avg Bars in Trades | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Winners | 13 | 13 | 13 | 13 | 13 | 13 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 5577 | 2786 | 2791 | 5577 | 2786 | 2791 |
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 | 444200 | 414840 | -71022 | -178987 | -64486 | -579390 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.08403, "nc": 0.92495 } }, "second_band": { "type": "midprice", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.08403, "nc": 0.92495 } }, "second_band": { "type": "midprice", "factors": { "length": 83, "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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