Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616654.7981 | 470546.984 | 146107.8141 | 2508577.0869 | 1573736.6554 | 934840.4316 |
Total P&L (%) | 616.6548 | 470.547 | 146.1078 | 2508.5771 | 1573.7367 | 934.8404 |
Avg Daily Profit (%) | 0.3343 | 0.2551 | 0.0792 | 0.1769 | 0.1528 | 0.1268 |
Buy And Hold Return (%) | 58.5179 | 58.5179 | 58.5179 | 58.5179 | 58.5179 | 58.5179 |
Max Trade Drawdown | -117454 | -95800 | -116772 | -753088 | -595286 | -864375 |
Profit Factor | 1.5677 | 2.0032 | 1.2368 | 1.4522 | 1.5732 | 1.3336 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Losing Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Profitability (%) | 58.5938 | 60.1563 | 57.0313 | 58.5938 | 60.1563 | 57.0313 |
Ratio Avg Win / Avg Loss | 1.1079 | 1.3268 | 0.9318 | 1.0262 | 1.042 | 1.0048 |
Largest Winning Trade | 79678 | 79678 | 44523 | 469969 | 469969 | 317472 |
Largest Losing Trade | -61073 | -34896 | -61073 | -624961 | -400283 | -624961 |
Avg Bars in Trades | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Winners | 42 | 42 | 43 | 42 | 42 | 43 |
Avg Bars in Losers | 42 | 42 | 43 | 42 | 42 | 43 |
Bars Traded | 10991 | 5478 | 5513 | 10991 | 5478 | 5513 |
Profit Streak | 13.5446 | 0 | 20.7112 | 13.5446 | 0 | 20.7112 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502578 | 428005 | -91503 | 428751 | 377644 | -21850 |
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{ "first_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.79627 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.01028, "nb": 0.32666, "nc": 0.1 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.79627 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.01028, "nb": 0.32666, "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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