Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89239.8659 | 23163.8047 | 66076.0611 | 111521.3069 | 41158.8036 | 70362.5033 |
Total P&L (%) | 89.2399 | 23.1638 | 66.0761 | 111.5213 | 41.1588 | 70.3625 |
Avg Daily Profit (%) | 1.028 | 0.2668 | 0.7612 | 0.8667 | 0.3979 | 0.6156 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16308 | -7677 | -16017 | -19222 | -9381 | -18845 |
Profit Factor | 2.3043 | 2.5533 | 2.2349 | 2.3208 | 3.2098 | 2.0692 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 47 | 28 | 19 | 47 | 28 | 19 |
Profitability (%) | 51.5464 | 42.8571 | 60.4167 | 51.5464 | 42.8571 | 60.4167 |
Ratio Avg Win / Avg Loss | 2.166 | 3.4044 | 1.4642 | 2.1816 | 4.2798 | 1.3557 |
Largest Winning Trade | 41739 | 31785 | 41739 | 52558 | 52558 | 48694 |
Largest Losing Trade | -7952 | -3231 | -7952 | -9627 | -3896 | -9627 |
Avg Bars in Trades | 239 | 4 | 478 | 239 | 4 | 478 |
Avg Bars in Winners | 232 | 3 | 397 | 232 | 3 | 397 |
Avg Bars in Losers | 246 | 5 | 602 | 246 | 5 | 602 |
Bars Traded | 23200 | 227 | 22973 | 23200 | 227 | 22973 |
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 | 570486 | 151487 | 532456 | 566596 | 333198 | 485574 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.29403, "nc": 0.1 } }, "second_band": { "type": "bbl", "factors": { "length": 66, "offset": 0, "std": 3.61646 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.29403, "nc": 0.1 } }, "second_band": { "type": "bbl", "factors": { "length": 66, "offset": 0, "std": 3.61646 } } }
# | 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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