Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73525.7908 | 7201.625 | 66324.1659 | 85280.6112 | 10419.2104 | 74861.4008 |
Total P&L (%) | 73.5258 | 7.2016 | 66.3242 | 85.2806 | 10.4192 | 74.8614 |
Avg Daily Profit (%) | 0.2823 | 0.0277 | 0.2547 | 0.2371 | 0.0381 | 0.2148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27002 | -8904 | -23871 | -48029 | -15721 | -39748 |
Profit Factor | 1.6889 | 1.4566 | 1.7292 | 1.4605 | 1.3911 | 1.4722 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 61.165 | 63.4615 | 58.8235 | 61.165 | 63.4615 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.0723 | 0.8387 | 1.2104 | 0.9273 | 0.8009 | 1.0305 |
Largest Winning Trade | 21940 | 1570 | 21940 | 30555 | 3052 | 30555 |
Largest Losing Trade | -12016 | -4492 | -12016 | -18816 | -8347 | -18816 |
Avg Bars in Trades | 236 | 2 | 474 | 236 | 2 | 474 |
Avg Bars in Winners | 163 | 2 | 340 | 163 | 2 | 340 |
Avg Bars in Losers | 351 | 3 | 666 | 351 | 3 | 666 |
Bars Traded | 24353 | 155 | 24198 | 24353 | 155 | 24198 |
Profit Streak | 24.8014 | 24.8014 | 25.718 | 24.8014 | 24.8014 | 25.718 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423550 | -500666 | -168793 | 312766 | -474418 | -169920 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.33836, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 199, "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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