Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702202.6808 | 738073.774 | -35871.0932 | 69536.3541 | 930330.2285 | -860793.8744 |
Total P&L (%) | 702.2027 | 738.0738 | -35.8711 | 69.5364 | 930.3302 | -860.7939 |
Avg Daily Profit (%) | 0.3724 | 0.3914 | -0.019 | 0.028 | 0.1238 | 0 |
Buy And Hold Return (%) | 317.9907 | 317.9907 | 317.9907 | 317.9907 | 317.9907 | 317.9907 |
Max Trade Drawdown | -263860 | -200350 | -80947 | -3239120 | -2487018 | -902019 |
Profit Factor | 2.361 | 3.262 | 0.8109 | 1.0157 | 1.323 | 0.4405 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 50.4854 | 50.9804 | 50 | 50.4854 | 50.9804 | 50 |
Ratio Avg Win / Avg Loss | 2.3156 | 3.1365 | 0.8109 | 0.9962 | 1.2721 | 0.4405 |
Largest Winning Trade | 598211 | 598211 | 24953 | 2303824 | 2303824 | 122522 |
Largest Losing Trade | -65356 | -50079 | -65356 | -1053309 | -1053309 | -352667 |
Avg Bars in Trades | 50 | 88 | 13 | 50 | 88 | 13 |
Avg Bars in Winners | 65 | 112 | 18 | 65 | 112 | 18 |
Avg Bars in Losers | 35 | 63 | 8 | 35 | 63 | 8 |
Bars Traded | 5220 | 4512 | 708 | 5220 | 4512 | 708 |
Profit Streak | 0 | 197.493 | 0 | 0 | 197.493 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318401 | -167354 | -760555 | -525798 | -208830 | -760555 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 197, "na": 0.2, "nb": 0.90674, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 150, "offset": 0, "std": 3.69231 } } }
# | 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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