Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330905.8175 | 246011.2141 | 84894.6034 | 180744.7884 | 174536.2477 | 6208.5407 |
Total P&L (%) | 330.9058 | 246.0112 | 84.8946 | 180.7448 | 174.5362 | 6.2085 |
Avg Daily Profit (%) | 0.2339 | 0.1739 | 0.06 | 0.073 | 0.0714 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187847 | -71991 | -200475 | -612468 | -236998 | -488386 |
Profit Factor | 1.172 | 1.2617 | 1.0863 | 1.0531 | 1.106 | 1.0035 |
Total Trades | 819 | 410 | 409 | 819 | 410 | 409 |
Winning Trades | 413 | 209 | 204 | 413 | 209 | 204 |
Losing Trades | 406 | 201 | 205 | 406 | 201 | 205 |
Profitability (%) | 50.4274 | 50.9756 | 49.8778 | 50.4274 | 50.9756 | 49.8778 |
Ratio Avg Win / Avg Loss | 1.1522 | 1.2134 | 1.0916 | 1.0353 | 1.0637 | 1.0085 |
Largest Winning Trade | 72742 | 72742 | 37089 | 101938 | 101938 | 100133 |
Largest Losing Trade | -32403 | -18795 | -32403 | -113064 | -113064 | -59133 |
Avg Bars in Trades | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 8244 | 4131 | 4113 | 8244 | 4131 | 4113 |
Profit Streak | 0 | 0 | 7.8477 | 0 | 0 | 7.8477 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18352 | 332634 | -235871 | -252532 | -199489 | -567056 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.26703, "nc": 0.56015 } }, "second_band": { "type": "dcu", "factors": { "length": 233, "offset": 0 } } }
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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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