Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1642822.9544 | 1560061.0162 | 82761.9382 | 5927866.7909 | 7877036.3399 | -1949169.549 |
Total P&L (%) | 1642.823 | 1560.061 | 82.7619 | 5927.8668 | 7877.0363 | -1949.1695 |
Avg Daily Profit (%) | 0.9066 | 0.861 | 0.0457 | 0.2265 | 0.242 | 0 |
Buy And Hold Return (%) | 451.693 | 451.693 | 451.693 | 451.693 | 451.693 | 451.693 |
Max Trade Drawdown | -95210 | -69527 | -89657 | -9306050 | -6811023 | -5908121 |
Profit Factor | 3.2276 | 5.4257 | 1.215 | 1.1539 | 1.4187 | 0.901 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 36.8794 | 34.2857 | 39.4366 | 36.8794 | 34.2857 | 39.4366 |
Ratio Avg Win / Avg Loss | 5.5241 | 10.3993 | 1.8659 | 1.975 | 2.7192 | 1.3837 |
Largest Winning Trade | 985288 | 985288 | 76667 | 7032240 | 7032240 | 4498011 |
Largest Losing Trade | -46524 | -27602 | -46524 | -2291757 | -1838332 | -2291757 |
Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Winners | 71 | 66 | 75 | 71 | 66 | 75 |
Avg Bars in Losers | 18 | 19 | 16 | 18 | 19 | 16 |
Bars Traded | 5343 | 2501 | 2842 | 5343 | 2501 | 2842 |
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 | 437534 | -81950 | -388076 | -46546 | -90252 | -670177 |
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{ "first_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 3.76238 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.12677, "nc": 0.1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 3.76238 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.12677, "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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