Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363948.7778 | 347386.7461 | 16562.0317 | 127944.5562 | 312805.721 | -184861.1648 |
Total P&L (%) | 363.9488 | 347.3867 | 16.562 | 127.9446 | 312.8057 | -184.8612 |
Avg Daily Profit (%) | 0.2577 | 0.2459 | 0.0117 | 0.0583 | 0.1004 | 0 |
Buy And Hold Return (%) | 67.4323 | 67.4323 | 67.4323 | 67.4323 | 67.4323 | 67.4323 |
Max Trade Drawdown | -144153 | -76448 | -130804 | -394381 | -212982 | -317860 |
Profit Factor | 1.2735 | 1.5707 | 1.0229 | 1.056 | 1.3141 | 0.8564 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 150 | 78 | 72 | 150 | 78 | 72 |
Losing Trades | 143 | 68 | 75 | 143 | 68 | 75 |
Profitability (%) | 51.1945 | 53.4247 | 48.9796 | 51.1945 | 53.4247 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.214 | 1.3693 | 1.0656 | 1.0068 | 1.1456 | 0.892 |
Largest Winning Trade | 50232 | 50232 | 42938 | 97749 | 97749 | 85925 |
Largest Losing Trade | -53574 | -31413 | -53574 | -237175 | -66904 | -237175 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 2566 | 1279 | 1287 | 2566 | 1279 | 1287 |
Profit Streak | 0 | 474.4538 | 0 | 0 | 474.4538 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321556 | 347689 | -538535 | -279492 | -59250 | -581061 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.31426, "nc": 0.71941 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "offset": 0 } } }
# | 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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