Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338188.0206 | 319238.3527 | 18949.6679 | 37105.5246 | 699487.7321 | -662382.2074 |
Total P&L (%) | 338.188 | 319.2384 | 18.9497 | 37.1055 | 699.4877 | -662.3822 |
Avg Daily Profit (%) | 0.2739 | 0.2586 | 0.0154 | 0.0256 | 0.1685 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215671 | -134082 | -145547 | -1357715 | -1014019 | -1153144 |
Profit Factor | 1.3018 | 1.5973 | 1.0323 | 1.005 | 1.2073 | 0.8342 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 53.3333 | 52.5 | 54.1667 | 53.3333 | 52.5 | 54.1667 |
Ratio Avg Win / Avg Loss | 1.1391 | 1.4452 | 0.8735 | 0.8794 | 1.0923 | 0.7058 |
Largest Winning Trade | 168801 | 168801 | 30539 | 350388 | 350388 | 252331 |
Largest Losing Trade | -48528 | -42291 | -48528 | -575397 | -233764 | -575397 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Losers | 20 | 20 | 20 | 20 | 20 | 20 |
Bars Traded | 4855 | 2418 | 2437 | 4855 | 2418 | 2437 |
Profit Streak | 0 | 21.809 | 0 | 0 | 21.809 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371303 | 393800 | -365967 | -375886 | 295274 | -580195 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 44, "na": 0.2, "nb": 0.03792, "nc": 0.81569 } }, "second_band": { "type": "tema", "factors": { "length": 20, "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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