Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1381704.428 | 1347580.5954 | 34123.8327 | 1438097.2341 | 1291662.1443 | 146435.0897 |
Total P&L (%) | 1381.7044 | 1347.5806 | 34.1238 | 1438.0972 | 1291.6621 | 146.4351 |
Avg Daily Profit (%) | 0.6635 | 0.6471 | 0.0164 | 0.1313 | 0.1265 | 0.0433 |
Buy And Hold Return (%) | 558.4578 | 558.4578 | 558.4578 | 558.4578 | 558.4578 | 558.4578 |
Max Trade Drawdown | -148855 | -173026 | -38759 | -3521890 | -3382561 | -929550 |
Profit Factor | 3.021 | 3.5266 | 1.227 | 1.1164 | 1.1303 | 1.06 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 73 | 30 | 43 | 73 | 30 | 43 |
Losing Trades | 104 | 58 | 46 | 104 | 58 | 46 |
Profitability (%) | 41.2429 | 34.0909 | 48.3146 | 41.2429 | 34.0909 | 48.3146 |
Ratio Avg Win / Avg Loss | 4.3038 | 6.818 | 1.3126 | 1.5905 | 2.1852 | 1.134 |
Largest Winning Trade | 773784 | 773784 | 15093 | 3471524 | 3471524 | 305871 |
Largest Losing Trade | -43545 | -43545 | -17629 | -1137162 | -1137162 | -432405 |
Avg Bars in Trades | 137 | 271 | 6 | 137 | 271 | 6 |
Avg Bars in Winners | 209 | 501 | 6 | 209 | 501 | 6 |
Avg Bars in Losers | 87 | 151 | 5 | 87 | 151 | 5 |
Bars Traded | 24396 | 23852 | 544 | 24396 | 23852 | 544 |
Profit Streak | 39.6474 | 0 | 39.7307 | 39.6474 | 0 | 39.7307 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435979 | 285568 | -337244 | -114094 | -111144 | -455472 |
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{ "first_band": { "type": "dcl", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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