Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191522.2335 | 1146438.853 | 45083.3805 | 2548175.2138 | 2742483.4483 | -194308.2345 |
Total P&L (%) | 1191.5222 | 1146.4389 | 45.0834 | 2548.1752 | 2742.4834 | -194.3082 |
Avg Daily Profit (%) | 0.6542 | 0.6295 | 0.0248 | 0.1801 | 0.184 | 0 |
Buy And Hold Return (%) | 583.0489 | 583.0489 | 583.0489 | 583.0489 | 583.0489 | 583.0489 |
Max Trade Drawdown | -107414 | -82251 | -112437 | -879905 | -287987 | -1100765 |
Profit Factor | 3.006 | 5.9391 | 1.1246 | 1.5426 | 2.8785 | 0.94 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 52 | 52 | 52 | 52 | 52 | 52 |
Ratio Avg Win / Avg Loss | 2.7748 | 5.4822 | 1.0381 | 1.424 | 2.657 | 0.8676 |
Largest Winning Trade | 553246 | 553246 | 75940 | 980948 | 642324 | 980948 |
Largest Losing Trade | -51658 | -51456 | -51658 | -740246 | -173049 | -740246 |
Avg Bars in Trades | 53 | 51 | 55 | 53 | 51 | 55 |
Avg Bars in Winners | 69 | 63 | 74 | 69 | 63 | 74 |
Avg Bars in Losers | 36 | 37 | 35 | 36 | 37 | 35 |
Bars Traded | 5356 | 2557 | 2799 | 5356 | 2557 | 2799 |
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 | 417198 | -166717 | -588854 | 290393 | -167996 | -760574 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 90, "na": 0.24059, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 225, "std": 4.82761 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 90, "na": 0.24059, "nb": 0.1, "nc": 0.1 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 225, "std": 4.82761 } } }
# | 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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