Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 664506.2697 | 696386.9548 | -31880.6851 | -30070.1672 | -543127.227 | 513057.0599 |
Total P&L (%) | 664.5063 | 696.387 | -31.8807 | -30.0702 | -543.1272 | 513.0571 |
Avg Daily Profit (%) | 0.2818 | 0.2953 | -0.0135 | -0.0152 | 0 | 0.0769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164182 | -124400 | -52905 | -5965226 | -5945976 | -368714 |
Profit Factor | 2.0249 | 2.3028 | 0.7199 | 0.9974 | 0.9494 | 1.54 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 89 | 53 | 36 | 89 | 53 | 36 |
Losing Trades | 48 | 15 | 33 | 48 | 15 | 33 |
Profitability (%) | 64.9635 | 77.9412 | 52.1739 | 64.9635 | 77.9412 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.0921 | 0.6517 | 0.6599 | 0.5379 | 0.2687 | 1.4116 |
Largest Winning Trade | 478983 | 478983 | 7718 | 2576398 | 2576398 | 253084 |
Largest Losing Trade | -85466 | -85466 | -21233 | -3108966 | -3108966 | -368714 |
Avg Bars in Trades | 90 | 180 | 1 | 90 | 180 | 1 |
Avg Bars in Winners | 36 | 59 | 1 | 36 | 59 | 1 |
Avg Bars in Losers | 191 | 608 | 2 | 191 | 608 | 2 |
Bars Traded | 12419 | 12292 | 127 | 12419 | 12292 | 127 |
Profit Streak | 0 | 83.8991 | 0 | 0 | 83.8991 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495961 | -93688 | -681898 | -578475 | -684926 | -189387 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.6279, "nb": 0.33707, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 123, "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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