Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623554.2564 | 651127.5489 | -27573.2925 | 94714.3608 | 1295884.2376 | -1201169.8768 |
Total P&L (%) | 623.5543 | 651.1275 | -27.5733 | 94.7144 | 1295.8842 | -1201.1699 |
Avg Daily Profit (%) | 0.2881 | 0.3009 | -0.0127 | 0.0308 | 0.1219 | 0 |
Buy And Hold Return (%) | 164.2202 | 164.2202 | 164.2202 | 164.2202 | 164.2202 | 164.2202 |
Max Trade Drawdown | -294009 | -231157 | -111171 | -2601161 | -1898772 | -1381517 |
Profit Factor | 1.4818 | 1.7589 | 0.9368 | 1.0117 | 1.2654 | 0.6249 |
Total Trades | 223 | 111 | 112 | 223 | 111 | 112 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 108 | 57 | 51 | 108 | 57 | 51 |
Profitability (%) | 51.5695 | 48.6486 | 54.4643 | 51.5695 | 48.6486 | 54.4643 |
Ratio Avg Win / Avg Loss | 1.3916 | 1.8566 | 0.7832 | 0.9501 | 1.3357 | 0.5224 |
Largest Winning Trade | 181780 | 181780 | 23985 | 974439 | 974439 | 200989 |
Largest Losing Trade | -56665 | -56665 | -38337 | -1042670 | -1042670 | -607151 |
Avg Bars in Trades | 28 | 50 | 7 | 28 | 50 | 7 |
Avg Bars in Winners | 25 | 46 | 7 | 25 | 46 | 7 |
Avg Bars in Losers | 31 | 53 | 7 | 31 | 53 | 7 |
Bars Traded | 6407 | 5567 | 840 | 6407 | 5567 | 840 |
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 | 332343 | 331097 | -580177 | -525179 | -30780 | -580177 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.08162, "nb": 0.1, "nc": 0.02404 } }, "second_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 2.50277 } } }
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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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