Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639116.6307 | 532333.9495 | 106782.6812 | 282036.6261 | 372216.4637 | -90179.8376 |
Total P&L (%) | 639.1166 | 532.334 | 106.7827 | 282.0366 | 372.2165 | -90.1798 |
Avg Daily Profit (%) | 0.3382 | 0.2817 | 0.0565 | 0.071 | 0.0822 | -0.1227 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157832 | -90138 | -155521 | -1275570 | -439954 | -1162894 |
Profit Factor | 1.5703 | 2.0058 | 1.1805 | 1.0583 | 1.1605 | 0.9642 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 95 | 46 | 49 | 95 | 46 | 49 |
Losing Trades | 74 | 39 | 35 | 74 | 39 | 35 |
Profitability (%) | 56.213 | 54.1176 | 58.3333 | 56.213 | 54.1176 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.2232 | 1.7006 | 0.8432 | 0.8244 | 0.9839 | 0.6887 |
Largest Winning Trade | 279160 | 279160 | 45437 | 354474 | 354474 | 247726 |
Largest Losing Trade | -51950 | -39570 | -51950 | -421813 | -348376 | -421813 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Losers | 21 | 21 | 21 | 21 | 21 | 21 |
Bars Traded | 3636 | 1823 | 1812 | 3636 | 1823 | 1812 |
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 | 465236 | 469173 | -140032 | -254248 | -128373 | -579749 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.0698, "nc": 0.33532 } }, "second_band": { "type": "sma", "factors": { "length": 116, "offset": 0 } } }
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# | 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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