Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2432847.8147 | -89361.499 | -2343486.3157 | 4401581.2594 | -13928832.4697 | 18330413.7291 |
Total P&L (%) | -2432.8478 | -89.3615 | -2343.4863 | 4401.5813 | -13928.8325 | 18330.4137 |
Avg Daily Profit (%) | -1.3609 | -0.05 | -1.3109 | 0.2132 | 0 | 0.2922 |
Buy And Hold Return (%) | 319.6574 | 319.6574 | 319.6574 | 319.6574 | 319.6574 | 319.6574 |
Max Trade Drawdown | -2531323 | -123274 | -1567836 | -30212461 | -17134783 | -23260242 |
Profit Factor | 0.207 | 0.6874 | 0.1577 | 1.0522 | 0.6022 | 1.3718 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 122 | 54 | 68 | 120 | 53 | 67 |
Losing Trades | 44 | 29 | 15 | 46 | 30 | 16 |
Profitability (%) | 73.494 | 65.0602 | 81.9277 | 72.2892 | 63.8554 | 80.7229 |
Ratio Avg Win / Avg Loss | 0.0747 | 0.3691 | 0.0348 | 0.4033 | 0.3409 | 0.3276 |
Largest Winning Trade | 27409 | 16801 | 27409 | 19850802 | 2821866 | 19850802 |
Largest Losing Trade | -1503698 | -28445 | -1503698 | -17902028 | -6910743 | -17902028 |
Avg Bars in Trades | 30 | 10 | 51 | 30 | 10 | 51 |
Avg Bars in Winners | 15 | 4 | 24 | 17 | 4 | 27 |
Avg Bars in Losers | 73 | 22 | 170 | 66 | 21 | 149 |
Bars Traded | 5144 | 898 | 4246 | 5144 | 898 | 4246 |
Profit Streak | 38.9751 | 80.6417 | 38.9751 | 38.9751 | 80.6417 | 38.9751 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575874 | -578044 | -576209 | -151868 | -578200 | 436815 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.843, "nb": 0.01963, "nc": 0.93011 } }, "second_band": { "type": "bbl", "factors": { "length": 111, "offset": 0, "std": 1.47757 } } }
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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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