Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401142.0348 | 363230.8706 | 37911.1642 | 26370.4571 | -127797.009 | 154167.4661 |
Total P&L (%) | 401.142 | 363.2309 | 37.9112 | 26.3705 | -127.797 | 154.1675 |
Avg Daily Profit (%) | 0.213 | 0.1929 | 0.0201 | 0.0124 | 0 | 0.0496 |
Buy And Hold Return (%) | 26.6241 | 26.6241 | 26.6241 | 26.6241 | 26.6241 | 26.6241 |
Max Trade Drawdown | -233446 | -167532 | -105964 | -5355336 | -4067762 | -1445510 |
Profit Factor | 1.4492 | 1.6868 | 1.1041 | 1.0027 | 0.9796 | 1.0464 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 47.651 | 41.8919 | 53.3333 | 47.651 | 41.8919 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.5921 | 2.3398 | 0.9661 | 1.1016 | 1.3588 | 0.9156 |
Largest Winning Trade | 236869 | 236869 | 44696 | 1849800 | 1849800 | 507963 |
Largest Losing Trade | -56985 | -56985 | -26954 | -1345578 | -1345578 | -491333 |
Avg Bars in Trades | 24 | 38 | 10 | 24 | 38 | 10 |
Avg Bars in Winners | 28 | 50 | 11 | 28 | 50 | 11 |
Avg Bars in Losers | 20 | 29 | 10 | 20 | 29 | 10 |
Bars Traded | 3639 | 2838 | 801 | 3639 | 2838 | 801 |
Profit Streak | 29.0411 | 0 | 49.0411 | 29.0411 | 0 | 49.0411 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364966 | -56855 | -363202 | -559216 | -646722 | -354386 |
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{ "first_band": { "type": "bbl", "factors": { "length": 171, "offset": 0, "std": 2.78675 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.14722, "nb": 0.1, "nc": 0.1 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 171, "offset": 0, "std": 2.78675 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.14722, "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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