Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2064115.3006 | 2080875.0872 | -16759.7866 | 242144.3052 | 346487.1371 | -104342.8319 |
Total P&L (%) | 2064.1153 | 2080.8751 | -16.7598 | 242.1443 | 346.4871 | -104.3428 |
Avg Daily Profit (%) | 1.145 | 1.1543 | -0.0093 | 0.0683 | 0.083 | 0 |
Buy And Hold Return (%) | 402.3396 | 402.3396 | 402.3396 | 402.3396 | 402.3396 | 402.3396 |
Max Trade Drawdown | -356448 | -327700 | -43766 | -27791794 | -27112763 | -1319538 |
Profit Factor | 4.0139 | 4.4435 | 0.792 | 1.0073 | 1.0114 | 0.9632 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 36.3636 | 30.6122 | 42 | 36.3636 | 30.6122 | 42 |
Ratio Avg Win / Avg Loss | 7.0243 | 10.0719 | 1.0937 | 1.7628 | 2.2925 | 1.3302 |
Largest Winning Trade | 1600783 | 1600783 | 19228 | 13643331 | 13643331 | 694446 |
Largest Losing Trade | -52919 | -52919 | -9444 | -7989537 | -7989537 | -912152 |
Avg Bars in Trades | 215 | 431 | 4 | 215 | 431 | 4 |
Avg Bars in Winners | 287 | 682 | 4 | 287 | 682 | 4 |
Avg Bars in Losers | 174 | 321 | 3 | 174 | 321 | 3 |
Bars Traded | 21356 | 21156 | 200 | 21356 | 21156 | 200 |
Profit Streak | 1.9378 | 0 | 251.2711 | 1.9378 | 0 | 251.2711 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 436367 | 439136 | -760578 | -486133 | -462173 | -760578 |
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{ "first_band": { "type": "bbl", "factors": { "length": 97, "offset": 0, "std": 3.7187 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.88352, "nc": 0.1 } } }
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# | 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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