Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 206803.8 | 206685.1462 | 118.6538 | 23481.2389 | 139708.067 | -116226.8281 |
Total P&L (%) | 206.8038 | 206.6851 | 0.1187 | 23.4812 | 139.7081 | -116.2268 |
Avg Daily Profit (%) | 0.1707 | 0.1706 | 0.0001 | 0.0174 | 0.0722 | 0 |
Buy And Hold Return (%) | 32.552 | 32.552 | 32.552 | 32.552 | 32.552 | 32.552 |
Max Trade Drawdown | -138953 | -35096 | -139405 | -208919 | -56350 | -200474 |
Profit Factor | 1.2905 | 1.9089 | 1.0002 | 1.0236 | 1.4785 | 0.8349 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 102 | 50 | 52 | 102 | 50 | 52 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 47.8873 | 46.729 | 49.0566 | 47.8873 | 46.729 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.4043 | 2.1762 | 1.0387 | 1.1139 | 1.6854 | 0.867 |
Largest Winning Trade | 85196 | 85196 | 42750 | 82057 | 66182 | 82057 |
Largest Losing Trade | -50683 | -13582 | -50683 | -90411 | -32012 | -90411 |
Avg Bars in Trades | 66 | 25 | 107 | 66 | 25 | 107 |
Avg Bars in Winners | 86 | 29 | 141 | 86 | 29 | 141 |
Avg Bars in Losers | 47 | 22 | 74 | 47 | 22 | 74 |
Bars Traded | 14136 | 2778 | 11358 | 14136 | 2778 | 11358 |
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 | 261308 | 334699 | -579349 | -529662 | -97481 | -581416 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 167, "na": 0.33129, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "dcl", "factors": { "length": 102, "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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