Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358807.3027 | 355935.5135 | 2871.7892 | 283716.717 | 307220.1212 | -23503.4042 |
Total P&L (%) | 358.8073 | 355.9355 | 2.8718 | 283.7167 | 307.2201 | -23.5034 |
Avg Daily Profit (%) | 0.2541 | 0.2521 | 0.002 | 0.0953 | 0.0995 | -0.019 |
Buy And Hold Return (%) | 75.7463 | 75.7463 | 75.7463 | 75.7463 | 75.7463 | 75.7463 |
Max Trade Drawdown | -157307 | -141730 | -53557 | -270076 | -245954 | -82759 |
Profit Factor | 1.7261 | 1.9656 | 1.0229 | 1.466 | 1.6748 | 0.8469 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 110 | 64 | 46 | 110 | 64 | 46 |
Losing Trades | 45 | 13 | 32 | 45 | 13 | 32 |
Profitability (%) | 70.9677 | 83.1169 | 58.9744 | 70.9677 | 83.1169 | 58.9744 |
Ratio Avg Win / Avg Loss | 0.7061 | 0.3993 | 0.7116 | 0.5997 | 0.3402 | 0.5891 |
Largest Winning Trade | 67895 | 67895 | 10428 | 87002 | 87002 | 27303 |
Largest Losing Trade | -69666 | -69666 | -15486 | -200361 | -200361 | -40874 |
Avg Bars in Trades | 32 | 63 | 1 | 32 | 63 | 1 |
Avg Bars in Winners | 18 | 30 | 1 | 18 | 30 | 1 |
Avg Bars in Losers | 67 | 227 | 1 | 67 | 227 | 1 |
Bars Traded | 5008 | 4892 | 116 | 5008 | 4892 | 116 |
Profit Streak | 585.4347 | 704.1847 | 585.4347 | 585.4347 | 704.1847 | 585.4347 |
Trades During Streak | 6 | 13 | 3 | 6 | 13 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429271 | -28593 | -584306 | -63866 | -97937 | -612183 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.97113, "nb": 0.90669, "nc": 0.36084 } }, "second_band": { "type": "bbu", "factors": { "length": 182, "offset": 0, "std": 3.34954 } } }
# | 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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