Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1215578.2945 | 100484.2069 | -1316062.5014 | 511103.6447 | -5025856.6339 | 5536960.2786 |
Total P&L (%) | -1215.5783 | 100.4842 | -1316.0625 | 511.1036 | -5025.8566 | 5536.9603 |
Avg Daily Profit (%) | -0.6191 | 0.0512 | -0.6703 | 0.0922 | 0 | 0.2056 |
Buy And Hold Return (%) | 1749.8294 | 1749.8294 | 1749.8294 | 1749.8294 | 1749.8294 | 1749.8294 |
Max Trade Drawdown | -1364456 | -125790 | -1420785 | -14613525 | -12742196 | -3529960 |
Profit Factor | 0.4039 | 1.2817 | 0.2178 | 1.0193 | 0.7131 | 1.618 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 142 | 74 | 68 | 140 | 72 | 68 |
Losing Trades | 41 | 17 | 24 | 43 | 19 | 24 |
Profitability (%) | 77.5956 | 81.3187 | 73.913 | 76.5027 | 79.1209 | 73.913 |
Ratio Avg Win / Avg Loss | 0.1166 | 0.2944 | 0.0769 | 0.3131 | 0.1882 | 0.5711 |
Largest Winning Trade | 34972 | 34972 | 25687 | 5634501 | 1581648 | 5634501 |
Largest Losing Trade | -1024382 | -66600 | -1024382 | -8949329 | -8949329 | -2369537 |
Avg Bars in Trades | 41 | 48 | 34 | 41 | 48 | 34 |
Avg Bars in Winners | 13 | 12 | 14 | 14 | 12 | 16 |
Avg Bars in Losers | 139 | 205 | 91 | 129 | 184 | 86 |
Bars Traded | 7596 | 4418 | 3178 | 7596 | 4418 | 3178 |
Profit Streak | 407.4776 | 0 | 553.7276 | 407.4776 | 0 | 553.7276 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575656 | -288060 | -576749 | -431176 | -577036 | 339614 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.45206, "nb": 0.2586, "nc": 0.11391 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.45206, "nb": 0.2586, "nc": 0.11391 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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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