Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501241.88 | 458122.2198 | 43119.6602 | 154719.0273 | -76357.0095 | 231076.0368 |
Total P&L (%) | 501.2419 | 458.1222 | 43.1197 | 154.719 | -76.357 | 231.076 |
Avg Daily Profit (%) | 0.2613 | 0.2388 | 0.0225 | 0.0487 | -0.0751 | 0.0624 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136819 | -150249 | -29196 | -2176816 | -2396608 | -232517 |
Profit Factor | 1.7017 | 1.7684 | 1.3652 | 1.0226 | 0.9871 | 1.2404 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Losing Trades | 49 | 18 | 31 | 49 | 18 | 31 |
Profitability (%) | 71.345 | 78.8235 | 63.9535 | 71.345 | 78.8235 | 63.9535 |
Ratio Avg Win / Avg Loss | 0.6835 | 0.4751 | 0.7695 | 0.4107 | 0.2652 | 0.6991 |
Largest Winning Trade | 146820 | 146820 | 11488 | 558648 | 558648 | 234155 |
Largest Losing Trade | -78066 | -78066 | -15825 | -1477943 | -1477943 | -168183 |
Avg Bars in Trades | 66 | 130 | 2 | 66 | 130 | 2 |
Avg Bars in Winners | 31 | 55 | 1 | 31 | 55 | 1 |
Avg Bars in Losers | 152 | 411 | 2 | 152 | 411 | 2 |
Bars Traded | 11294 | 11121 | 173 | 11294 | 11121 | 173 |
Profit Streak | 0 | 88.7544 | 0 | 0 | 88.7544 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456153 | 490342 | -163927 | -321524 | -575685 | -109485 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.83215, "nb": 0.1, "nc": 0.90762 } }, "second_band": { "type": "dcu", "factors": { "length": 115, "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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