Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117629.312 | 1081620.3996 | 36008.9124 | 1598294.7334 | 1379125.8677 | 219168.8658 |
Total P&L (%) | 1117.6293 | 1081.6204 | 36.0089 | 1598.2947 | 1379.1259 | 219.1689 |
Avg Daily Profit (%) | 0.6135 | 0.5938 | 0.0198 | 0.1556 | 0.148 | 0.0637 |
Buy And Hold Return (%) | 606.0038 | 606.0038 | 606.0038 | 606.0038 | 606.0038 | 606.0038 |
Max Trade Drawdown | -141279 | -97948 | -131682 | -607298 | -308083 | -533079 |
Profit Factor | 2.6104 | 4.6221 | 1.0911 | 1.4895 | 2.0222 | 1.1144 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 100 | 45 | 55 | 100 | 45 | 55 |
Losing Trades | 102 | 56 | 46 | 102 | 56 | 46 |
Profitability (%) | 49.505 | 44.5545 | 54.4554 | 49.505 | 44.5545 | 54.4554 |
Ratio Avg Win / Avg Loss | 2.6626 | 5.752 | 0.9125 | 1.5193 | 2.5165 | 0.932 |
Largest Winning Trade | 560945 | 560945 | 74015 | 472358 | 415836 | 472358 |
Largest Losing Trade | -60672 | -60672 | -42349 | -533079 | -225861 | -533079 |
Avg Bars in Trades | 26 | 24 | 27 | 26 | 24 | 27 |
Avg Bars in Winners | 35 | 37 | 34 | 35 | 37 | 34 |
Avg Bars in Losers | 16 | 14 | 20 | 16 | 14 | 20 |
Bars Traded | 5310 | 2490 | 2820 | 5310 | 2490 | 2820 |
Profit Streak | 21.0873 | 0 | 23.7539 | 21.0873 | 0 | 23.7539 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371435 | 305020 | -453126 | 297808 | 57914 | -368851 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 96, "na": 0.71029, "nb": 0.31274, "nc": 0.20443 } }, "second_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 2.87395 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 96, "na": 0.71029, "nb": 0.31274, "nc": 0.20443 } }, "second_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 2.87395 } } }
# | 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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