Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474963.7794 | 386651.5441 | 88312.2353 | 976246.573 | 911790.5044 | 64456.0686 |
Total P&L (%) | 474.9638 | 386.6515 | 88.3122 | 976.2466 | 911.7905 | 64.4561 |
Avg Daily Profit (%) | 0.3363 | 0.2737 | 0.0625 | 0.1684 | 0.164 | 0.0352 |
Buy And Hold Return (%) | 59.4531 | 59.4531 | 59.4531 | 59.4531 | 59.4531 | 59.4531 |
Max Trade Drawdown | -81552 | -89386 | -108045 | -1099559 | -941046 | -1293818 |
Profit Factor | 2.015 | 2.4757 | 1.4289 | 1.2305 | 1.3919 | 1.0338 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 72.1519 | 69.2308 | 75 | 72.1519 | 69.2308 | 75 |
Ratio Avg Win / Avg Loss | 0.7777 | 1.1003 | 0.4763 | 0.4749 | 0.6186 | 0.3446 |
Largest Winning Trade | 61207 | 61207 | 30073 | 255453 | 255453 | 238547 |
Largest Losing Trade | -67004 | -67004 | -56603 | -639445 | -618979 | -639445 |
Avg Bars in Trades | 33 | 57 | 9 | 33 | 57 | 9 |
Avg Bars in Winners | 14 | 22 | 6 | 14 | 22 | 6 |
Avg Bars in Losers | 81 | 135 | 17 | 81 | 135 | 17 |
Bars Traded | 2614 | 2234 | 380 | 2614 | 2234 | 380 |
Profit Streak | 500.1911 | 0 | 576.6911 | 500.1911 | 0 | 576.6911 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17706 | 505469 | -120119 | -21784 | 332001 | -465620 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.29745, "nb": 0.2396, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 187, "offset": 0, "std": 1.96766 } } }
# | 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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