Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 430446.3663 | 229328.6686 | 201117.6976 | 136530.3406 | -342912.5484 | 479442.889 |
Total P&L (%) | 430.4464 | 229.3287 | 201.1177 | 136.5303 | -342.9125 | 479.4429 |
Avg Daily Profit (%) | 0.2269 | 0.1209 | 0.106 | 0.0454 | 0 | 0.0927 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287969 | -200936 | -120067 | -2587901 | -1805327 | -877206 |
Profit Factor | 1.3012 | 1.3253 | 1.2776 | 1.025 | 0.8864 | 1.1964 |
Total Trades | 325 | 163 | 162 | 325 | 163 | 162 |
Winning Trades | 179 | 82 | 97 | 179 | 82 | 97 |
Losing Trades | 146 | 81 | 65 | 146 | 81 | 65 |
Profitability (%) | 55.0769 | 50.3067 | 59.8765 | 55.0769 | 50.3067 | 59.8765 |
Ratio Avg Win / Avg Loss | 1.0613 | 1.3092 | 0.8562 | 0.836 | 0.8756 | 0.8017 |
Largest Winning Trade | 85526 | 85526 | 40898 | 377572 | 377572 | 377176 |
Largest Losing Trade | -64653 | -41610 | -64653 | -871915 | -871915 | -358064 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Losers | 34 | 34 | 34 | 34 | 34 | 34 |
Bars Traded | 11120 | 5601 | 5519 | 11120 | 5601 | 5519 |
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 | 370786 | -31042 | -51593 | -324604 | -580439 | -73818 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.07052, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "rma", "factors": { "length": 244, "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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