Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415011.7482 | 436780.2055 | -21768.4573 | 40844.5614 | 276073.2788 | -235228.7174 |
Total P&L (%) | 415.0117 | 436.7802 | -21.7685 | 40.8446 | 276.0733 | -235.2287 |
Avg Daily Profit (%) | 0.2282 | 0.2401 | -0.012 | 0.0188 | 0.0728 | 0 |
Buy And Hold Return (%) | 120.8037 | 120.8037 | 120.8037 | 120.8037 | 120.8037 | 120.8037 |
Max Trade Drawdown | -167932 | -132638 | -92475 | -697241 | -605153 | -295634 |
Profit Factor | 1.2214 | 1.4944 | 0.978 | 1.01 | 1.1406 | 0.8881 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 242 | 118 | 124 | 242 | 118 | 124 |
Losing Trades | 234 | 120 | 114 | 234 | 120 | 114 |
Profitability (%) | 50.8403 | 49.5798 | 52.1008 | 50.8403 | 49.5798 | 52.1008 |
Ratio Avg Win / Avg Loss | 1.181 | 1.5198 | 0.8992 | 0.9767 | 1.1599 | 0.8165 |
Largest Winning Trade | 94464 | 94464 | 33863 | 174468 | 174468 | 103567 |
Largest Losing Trade | -46478 | -45363 | -46478 | -268799 | -268799 | -158036 |
Avg Bars in Trades | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Winners | 7 | 7 | 7 | 7 | 7 | 7 |
Avg Bars in Losers | 7 | 7 | 7 | 7 | 7 | 7 |
Bars Traded | 3397 | 1700 | 1697 | 3397 | 1700 | 1697 |
Profit Streak | 4.6149 | 8.1149 | 0 | 4.6149 | 8.1149 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 286926 | 333413 | -579538 | -541392 | -165057 | -579538 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.48199, "nc": 0.80027 } }, "second_band": { "type": "dema", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.48199, "nc": 0.80027 } }, "second_band": { "type": "dema", "factors": { "length": 236, "offset": 0 } } }
# | 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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