Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135736.6945 | 288688.0536 | -152951.359 | -89291.1301 | 172540.9062 | -261832.0363 |
Total P&L (%) | 135.7367 | 288.6881 | -152.9514 | -89.2911 | 172.5409 | -261.832 |
Avg Daily Profit (%) | 0.0839 | 0.1784 | -0.0945 | -0.138 | 0.062 | 0 |
Buy And Hold Return (%) | 20.8853 | 20.8853 | 20.8853 | 20.8853 | 20.8853 | 20.8853 |
Max Trade Drawdown | -293659 | -246839 | -162408 | -750034 | -645266 | -273344 |
Profit Factor | 1.0947 | 1.2742 | 0.5976 | 0.9698 | 1.0762 | 0.6216 |
Total Trades | 409 | 204 | 205 | 409 | 204 | 205 |
Winning Trades | 231 | 125 | 106 | 231 | 125 | 106 |
Losing Trades | 178 | 79 | 99 | 178 | 79 | 99 |
Profitability (%) | 56.4792 | 61.2745 | 51.7073 | 56.4792 | 61.2745 | 51.7073 |
Ratio Avg Win / Avg Loss | 0.8435 | 0.8053 | 0.5582 | 0.7473 | 0.6801 | 0.5806 |
Largest Winning Trade | 67625 | 67625 | 8859 | 234593 | 234593 | 41237 |
Largest Losing Trade | -71513 | -71513 | -26639 | -495916 | -495916 | -67879 |
Avg Bars in Trades | 45 | 88 | 3 | 45 | 88 | 3 |
Avg Bars in Winners | 27 | 48 | 3 | 27 | 48 | 3 |
Avg Bars in Losers | 69 | 151 | 3 | 69 | 151 | 3 |
Bars Traded | 18769 | 17982 | 787 | 18769 | 17982 | 787 |
Profit Streak | 511.9816 | 512.5649 | 511.9816 | 511.9816 | 512.5649 | 511.9816 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195356 | 310670 | -579177 | -576840 | -245619 | -579177 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.46798, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.2, "nb": 0.46798, "nc": 0.1 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "offset": 0 } } }
# | 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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