Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1545412.493 | 1463963.668 | 81448.825 | 3669353.4561 | 2797735.8457 | 871617.6104 |
Total P&L (%) | 1545.4125 | 1463.9637 | 81.4488 | 3669.3535 | 2797.7358 | 871.6176 |
Avg Daily Profit (%) | 0.8466 | 0.802 | 0.0446 | 0.199 | 0.1846 | 0.1246 |
Buy And Hold Return (%) | 801.4601 | 801.4601 | 801.4601 | 801.4601 | 801.4601 | 801.4601 |
Max Trade Drawdown | -130737 | -135115 | -48047 | -4341572 | -4267338 | -2792799 |
Profit Factor | 3.6181 | 5.4646 | 1.3104 | 1.2175 | 1.3106 | 1.1108 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 48.2456 | 45.614 | 50.8772 | 48.2456 | 45.614 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.8813 | 6.5155 | 1.2652 | 1.306 | 1.5627 | 1.0725 |
Largest Winning Trade | 761834 | 761834 | 45250 | 3541246 | 3541246 | 1133284 |
Largest Losing Trade | -42001 | -42001 | -31067 | -1954714 | -1849023 | -1954714 |
Avg Bars in Trades | 29 | 39 | 20 | 29 | 39 | 20 |
Avg Bars in Winners | 39 | 48 | 30 | 39 | 48 | 30 |
Avg Bars in Losers | 21 | 31 | 10 | 21 | 31 | 10 |
Bars Traded | 3405 | 2238 | 1167 | 3405 | 2238 | 1167 |
Profit Streak | 0 | 79.2939 | 0 | 0 | 79.2939 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450685 | -167944 | -478610 | 208764 | -174712 | -443065 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 116, "na": 0.5061, "nb": 0.63318, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 2.72959 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 116, "na": 0.5061, "nb": 0.63318, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 2.72959 } } }
# | 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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