Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874151.8286 | 983164.9159 | -109013.0873 | -39588.455 | 1099827.9722 | -1139416.4272 |
Total P&L (%) | 874.1518 | 983.1649 | -109.0131 | -39.5885 | 1099.828 | -1139.4164 |
Avg Daily Profit (%) | 0.3931 | 0.4422 | -0.049 | -0.0227 | 0.1118 | 0 |
Buy And Hold Return (%) | 303.4703 | 303.4703 | 303.4703 | 303.4703 | 303.4703 | 303.4703 |
Max Trade Drawdown | -220692 | -129589 | -165642 | -2591093 | -1539669 | -1350162 |
Profit Factor | 1.7256 | 2.6735 | 0.8234 | 0.9937 | 1.3532 | 0.6425 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 160 | 79 | 81 | 160 | 79 | 81 |
Profitability (%) | 38.9313 | 39.6947 | 38.1679 | 38.9313 | 39.6947 | 38.1679 |
Ratio Avg Win / Avg Loss | 2.7069 | 4.0617 | 1.3339 | 1.5588 | 2.0558 | 1.0409 |
Largest Winning Trade | 893058 | 893058 | 50853 | 2384501 | 2384501 | 548352 |
Largest Losing Trade | -41362 | -41362 | -33517 | -659939 | -659939 | -638740 |
Avg Bars in Trades | 16 | 14 | 18 | 16 | 14 | 18 |
Avg Bars in Winners | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 4290 | 1919 | 2371 | 4290 | 1919 | 2371 |
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 | 255091 | 301427 | -583641 | -580656 | -48278 | -583641 |
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 2.8399 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.88532, "nc": 0.35907 } } }
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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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