Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10925317.7822 | 10931435.1747 | -6117.3925 | 4956943.1362 | 4418174.7676 | 538768.3686 |
Total P&L (%) | 10925.3178 | 10931.4352 | -6.1174 | 4956.9431 | 4418.1748 | 538.7684 |
Avg Daily Profit (%) | 5.872 | 5.8753 | -0.0033 | 0.2111 | 0.205 | 0.0997 |
Buy And Hold Return (%) | 7100.7641 | 7100.7641 | 7100.7641 | 7100.7641 | 7100.7641 | 7100.7641 |
Max Trade Drawdown | -269052 | -252364 | -26536 | -7156682 | -6943744 | -651604 |
Profit Factor | 24.2862 | 28.1569 | 0.9082 | 1.3609 | 1.3648 | 1.3321 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 42.6667 | 35.1351 | 50 | 42.6667 | 35.1351 | 50 |
Ratio Avg Win / Avg Loss | 32.6345 | 51.9819 | 0.9082 | 1.8288 | 2.5196 | 1.3321 |
Largest Winning Trade | 10625505 | 10625505 | 8835 | 7330924 | 7330924 | 473331 |
Largest Losing Trade | -63600 | -63600 | -15911 | -2458890 | -2458890 | -255628 |
Avg Bars in Trades | 275 | 551 | 7 | 275 | 551 | 7 |
Avg Bars in Winners | 402 | 975 | 9 | 402 | 975 | 9 |
Avg Bars in Losers | 181 | 321 | 4 | 181 | 321 | 4 |
Bars Traded | 20681 | 20410 | 271 | 20681 | 20410 | 271 |
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 | -49622 | 314555 | -580487 | -220207 | -161881 | -224641 |
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{ "first_band": { "type": "bbl", "factors": { "length": 232, "offset": 0, "std": 2.93362 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.1, "nc": 0.1 } } }
# | 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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