Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794253.6364 | 787041.6679 | 7211.9685 | 774827.4749 | 18189.945 | 756637.5299 |
Total P&L (%) | 794.2536 | 787.0417 | 7.212 | 774.8275 | 18.1899 | 756.6375 |
Avg Daily Profit (%) | 0.3521 | 0.3489 | 0.0032 | 0.0962 | 0.0074 | 0.0953 |
Buy And Hold Return (%) | 184.7561 | 184.7561 | 184.7561 | 184.7561 | 184.7561 | 184.7561 |
Max Trade Drawdown | -96046 | -91024 | -86916 | -3608747 | -4141202 | -784973 |
Profit Factor | 2.5061 | 3.0544 | 1.05 | 1.083 | 1.0022 | 1.7073 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 64.6154 | 65.625 | 63.6364 | 64.6154 | 65.625 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.3724 | 1.5999 | 0.6 | 0.5931 | 0.525 | 0.9756 |
Largest Winning Trade | 231332 | 231332 | 24679 | 1520668 | 1520668 | 552091 |
Largest Losing Trade | -80022 | -80022 | -75213 | -3587857 | -3587857 | -423393 |
Avg Bars in Trades | 61 | 121 | 2 | 61 | 121 | 2 |
Avg Bars in Winners | 22 | 43 | 1 | 22 | 43 | 1 |
Avg Bars in Losers | 131 | 269 | 4 | 131 | 269 | 4 |
Bars Traded | 3976 | 3887 | 89 | 3976 | 3887 | 89 |
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 | -123057 | 545316 | -519497 | -331186 | -566484 | -65019 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.43621, "nb": 0.92065, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 210, "std": 3.37909 } } }
# | 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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