Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 649743.2973 | 616697.7121 | 33045.5852 | 60959.2002 | -1906735.3455 | 1967694.5457 |
Total P&L (%) | 649.7433 | 616.6977 | 33.0456 | 60.9592 | -1906.7353 | 1967.6945 |
Avg Daily Profit (%) | 0.2812 | 0.2669 | 0.0143 | 0.0206 | 0 | 0.1312 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182208 | -177116 | -62271 | -15132252 | -14815579 | -783055 |
Profit Factor | 1.6316 | 1.7455 | 1.164 | 1.0023 | 0.9195 | 1.8625 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 183 | 100 | 83 | 183 | 100 | 83 |
Losing Trades | 68 | 25 | 43 | 68 | 25 | 43 |
Profitability (%) | 72.9084 | 80 | 65.873 | 72.9084 | 80 | 65.873 |
Ratio Avg Win / Avg Loss | 0.6063 | 0.4364 | 0.603 | 0.3725 | 0.2299 | 0.9649 |
Largest Winning Trade | 86473 | 86473 | 11769 | 3078752 | 3078752 | 552842 |
Largest Losing Trade | -89587 | -89587 | -34609 | -8447234 | -8447234 | -451213 |
Avg Bars in Trades | 51 | 101 | 2 | 51 | 101 | 2 |
Avg Bars in Winners | 20 | 36 | 1 | 20 | 36 | 1 |
Avg Bars in Losers | 135 | 360 | 4 | 135 | 360 | 4 |
Bars Traded | 12996 | 12632 | 364 | 12996 | 12632 | 364 |
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 | 479725 | 471051 | -216247 | -381275 | -576833 | -14642 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.90045, "nb": 0.02209, "nc": 0.34161 } }, "second_band": { "type": "bbu", "factors": { "length": 70, "offset": 0, "std": 2.80809 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.90045, "nb": 0.02209, "nc": 0.34161 } }, "second_band": { "type": "bbu", "factors": { "length": 70, "offset": 0, "std": 2.80809 } } }
# | 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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