Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394214.3956 | 1314661.8825 | 79552.5131 | 3193403.4803 | 3877213.266 | -683809.7857 |
Total P&L (%) | 1394.2144 | 1314.6619 | 79.5525 | 3193.4035 | 3877.2133 | -683.8098 |
Avg Daily Profit (%) | 0.7692 | 0.7253 | 0.0439 | 0.193 | 0.2034 | 0 |
Buy And Hold Return (%) | 545.6237 | 545.6237 | 545.6237 | 545.6237 | 545.6237 | 545.6237 |
Max Trade Drawdown | -175438 | -127997 | -62990 | -16649788 | -12696859 | -5428474 |
Profit Factor | 2.5487 | 3.3058 | 1.241 | 1.0591 | 1.1063 | 0.961 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 37.8109 | 32 | 43.5644 | 37.8109 | 32 | 43.5644 |
Ratio Avg Win / Avg Loss | 4.1919 | 7.0248 | 1.6077 | 1.742 | 2.3509 | 1.2449 |
Largest Winning Trade | 804020 | 804020 | 35713 | 10485588 | 10485588 | 1961528 |
Largest Losing Trade | -22579 | -19184 | -22579 | -3277760 | -3277760 | -2454662 |
Avg Bars in Trades | 26 | 42 | 11 | 26 | 42 | 11 |
Avg Bars in Winners | 45 | 83 | 17 | 45 | 83 | 17 |
Avg Bars in Losers | 15 | 22 | 6 | 15 | 22 | 6 |
Bars Traded | 5342 | 4202 | 1140 | 5342 | 4202 | 1140 |
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 | 390414 | 266424 | -301743 | -150571 | -101694 | -581621 |
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{ "first_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 1.52327 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38966, "nb": 0.1, "nc": 0.22435 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 154, "offset": 0, "std": 1.52327 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.38966, "nb": 0.1, "nc": 0.22435 } } }
# | 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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