Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1043926.0685 | 902020.2785 | 141905.79 | 1306562.6255 | 157121.0669 | 1149441.5586 |
Total P&L (%) | 1043.9261 | 902.0203 | 141.9058 | 1306.5626 | 157.1211 | 1149.4416 |
Avg Daily Profit (%) | 0.4497 | 0.3886 | 0.0611 | 0.1139 | 0.0407 | 0.1088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163988 | -113600 | -207962 | -6797400 | -5021037 | -2820782 |
Profit Factor | 1.686 | 2.1558 | 1.1914 | 1.0793 | 1.0177 | 1.1517 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 122 | 57 | 65 | 122 | 57 | 65 |
Losing Trades | 244 | 126 | 118 | 244 | 126 | 118 |
Profitability (%) | 33.3333 | 31.1475 | 35.5191 | 33.3333 | 31.1475 | 35.5191 |
Ratio Avg Win / Avg Loss | 3.3719 | 4.7655 | 2.1628 | 2.1587 | 2.2496 | 2.0909 |
Largest Winning Trade | 473494 | 473494 | 56038 | 3343926 | 3343926 | 1287498 |
Largest Losing Trade | -21269 | -21269 | -19641 | -959289 | -650823 | -959289 |
Avg Bars in Trades | 12 | 11 | 13 | 12 | 11 | 13 |
Avg Bars in Winners | 26 | 23 | 28 | 26 | 23 | 28 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 4593 | 2036 | 2557 | 4593 | 2036 | 2557 |
Profit Streak | 18.289 | 0 | 20.789 | 18.289 | 0 | 20.789 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347001 | 255575 | -124592 | -176341 | -345191 | -104173 |
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{ "first_band": { "type": "bbm", "factors": { "length": 31, "offset": 0, "std": 3.95315 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.3747, "nb": 0.83266, "nc": 0.1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 31, "offset": 0, "std": 3.95315 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.3747, "nb": 0.83266, "nc": 0.1 } } }
# | 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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