Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1620123.059 | 1510251.3157 | 109871.7432 | 8273847.5017 | 5886836.7334 | 2387010.7684 |
Total P&L (%) | 1620.1231 | 1510.2513 | 109.8717 | 8273.8475 | 5886.8367 | 2387.0108 |
Avg Daily Profit (%) | 0.8909 | 0.8305 | 0.0604 | 0.2438 | 0.2253 | 0.1769 |
Buy And Hold Return (%) | 634.9294 | 634.9294 | 634.9294 | 634.9294 | 634.9294 | 634.9294 |
Max Trade Drawdown | -178742 | -98483 | -98526 | -7342598 | -5927982 | -4857574 |
Profit Factor | 2.7586 | 4.3087 | 1.2364 | 1.2034 | 1.2826 | 1.1202 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 239 | 118 | 121 | 239 | 118 | 121 |
Profitability (%) | 29.2899 | 30.1775 | 28.4024 | 29.2899 | 30.1775 | 28.4024 |
Ratio Avg Win / Avg Loss | 6.6597 | 9.9692 | 3.1167 | 2.9051 | 2.9676 | 2.8239 |
Largest Winning Trade | 932547 | 932547 | 58816 | 5995377 | 5995377 | 3175576 |
Largest Losing Trade | -23822 | -23822 | -16836 | -1124388 | -803237 | -1124388 |
Avg Bars in Trades | 10 | 9 | 11 | 10 | 9 | 11 |
Avg Bars in Winners | 26 | 23 | 30 | 26 | 23 | 30 |
Avg Bars in Losers | 3 | 3 | 3 | 3 | 3 | 3 |
Bars Traded | 3581 | 1657 | 1924 | 3581 | 1657 | 1924 |
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 | 220941 | 324518 | -291430 | 5552 | 80688 | -95955 |
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{ "first_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 2.41315 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.92779, "nb": 0.62749, "nc": 0.1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 2.41315 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.92779, "nb": 0.62749, "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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