Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572311.8796 | 1498797.4871 | 73514.3926 | 5826596.2646 | 8763626.797 | -2937030.5324 |
Total P&L (%) | 1572.3119 | 1498.7975 | 73.5144 | 5826.5963 | 8763.6268 | -2937.0305 |
Avg Daily Profit (%) | 0.8619 | 0.8216 | 0.0403 | 0.224 | 0.2461 | 0 |
Buy And Hold Return (%) | 656.3758 | 656.3758 | 656.3758 | 656.3758 | 656.3758 | 656.3758 |
Max Trade Drawdown | -118856 | -77160 | -83657 | -19012858 | -11102727 | -10975850 |
Profit Factor | 3.1886 | 5.5282 | 1.1898 | 1.1258 | 1.4281 | 0.8864 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 39.6694 | 38.3333 | 40.9836 | 39.6694 | 38.3333 | 40.9836 |
Ratio Avg Win / Avg Loss | 4.8494 | 8.8931 | 1.7133 | 1.7121 | 2.2974 | 1.2764 |
Largest Winning Trade | 890519 | 890519 | 77153 | 9387098 | 9387098 | 6038625 |
Largest Losing Trade | -47365 | -27602 | -47365 | -5228813 | -2627699 | -5228813 |
Avg Bars in Trades | 44 | 41 | 46 | 44 | 41 | 46 |
Avg Bars in Winners | 81 | 73 | 89 | 81 | 73 | 89 |
Avg Bars in Losers | 19 | 22 | 16 | 19 | 22 | 16 |
Bars Traded | 5340 | 2500 | 2840 | 5340 | 2500 | 2840 |
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 | 409132 | -157627 | -480995 | -76502 | -163585 | -744575 |
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{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 4.01135 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 4.01135 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "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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