Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272070.6225 | 271535.7677 | 534.8549 | -81974.9498 | 6044.8785 | -88019.8282 |
Total P&L (%) | 272.0706 | 271.5358 | 0.5349 | -81.975 | 6.0449 | -88.0198 |
Avg Daily Profit (%) | 0.156 | 0.1557 | 0.0003 | -0.0982 | 0.0034 | -0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -214166 | -188746 | -85389 | -63165 | -47949 | -20242 |
Profit Factor | 1.2988 | 1.5385 | 1.0013 | 0.6221 | 1.07 | 0.3256 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 48.9583 | 45.8333 | 52.0833 | 48.9583 | 45.8333 | 52.0833 |
Ratio Avg Win / Avg Loss | 1.3541 | 1.8182 | 0.9212 | 0.6486 | 1.2645 | 0.2996 |
Largest Winning Trade | 190087 | 190087 | 44986 | 39615 | 39615 | 5737 |
Largest Losing Trade | -79159 | -56188 | -79159 | -79159 | -19815 | -79159 |
Avg Bars in Trades | 53 | 67 | 39 | 53 | 67 | 39 |
Avg Bars in Winners | 60 | 79 | 44 | 60 | 79 | 44 |
Avg Bars in Losers | 46 | 57 | 33 | 46 | 57 | 33 |
Bars Traded | 5141 | 3261 | 1880 | 5141 | 3261 | 1880 |
Profit Streak | 44.174 | 44.174 | 63.174 | 44.174 | 44.174 | 63.174 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 293743 | 321019 | -578002 | -579939 | -498632 | -579859 |
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{ "first_band": { "type": "bbl", "factors": { "length": 230, "offset": 0, "std": 2.07752 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.05402, "nb": 0.06977, "nc": 0.05511 } } }
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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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