Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1628757.9016 | 211201.9074 | -1839959.8091 | 739656.9256 | -11715881.0212 | 12455537.9468 |
Total P&L (%) | -1628.7579 | 211.2019 | -1839.9598 | 739.6569 | -11715.881 | 12455.5379 |
Avg Daily Profit (%) | -0.8293 | 0.1075 | -0.9368 | 0.1084 | 0 | 0.2464 |
Buy And Hold Return (%) | 1342.0372 | 1342.0372 | 1342.0372 | 1342.0372 | 1342.0372 | 1342.0372 |
Max Trade Drawdown | -1913811 | -127178 | -1981659 | -26168297 | -13296979 | -17216318 |
Profit Factor | 0.3626 | 1.6063 | 0.1663 | 1.0127 | 0.5944 | 1.4272 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 120 | 61 | 59 | 118 | 59 | 59 |
Losing Trades | 66 | 32 | 34 | 68 | 34 | 34 |
Profitability (%) | 64.5161 | 65.5914 | 63.4409 | 63.4409 | 63.4409 | 63.4409 |
Ratio Avg Win / Avg Loss | 0.1994 | 0.8426 | 0.0958 | 0.5836 | 0.3425 | 0.8224 |
Largest Winning Trade | 48778 | 48778 | 36023 | 29364303 | 2126563 | 29364303 |
Largest Losing Trade | -1807987 | -60610 | -1807987 | -14653723 | -8160565 | -14653723 |
Avg Bars in Trades | 30 | 32 | 28 | 30 | 32 | 28 |
Avg Bars in Winners | 12 | 12 | 12 | 13 | 12 | 13 |
Avg Bars in Losers | 63 | 70 | 56 | 60 | 66 | 54 |
Bars Traded | 5671 | 3019 | 2652 | 5671 | 3019 | 2652 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577922 | -212945 | -578785 | -419094 | -579063 | 346331 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2013, "nb": 0.5824, "nc": 0.08787 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.16659 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2013, "nb": 0.5824, "nc": 0.08787 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.16659 } } }
# | 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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