Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406003.5732 | 428833.2823 | -22829.7091 | -19804.127 | 222453.0556 | -242257.1826 |
Total P&L (%) | 406.0036 | 428.8333 | -22.8297 | -19.8041 | 222.4531 | -242.2572 |
Avg Daily Profit (%) | 0.2054 | 0.2169 | -0.0115 | -0.0112 | 0.0592 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195995 | -180366 | -73769 | -908564 | -674168 | -317555 |
Profit Factor | 1.5889 | 1.9014 | 0.8932 | 0.991 | 1.1358 | 0.5763 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Profitability (%) | 73.6 | 79.0323 | 68.254 | 73.6 | 79.0323 | 68.254 |
Ratio Avg Win / Avg Loss | 0.5699 | 0.5044 | 0.4154 | 0.3555 | 0.3013 | 0.2681 |
Largest Winning Trade | 61312 | 61312 | 19092 | 343223 | 343223 | 69185 |
Largest Losing Trade | -88452 | -88452 | -56741 | -611412 | -611412 | -243084 |
Avg Bars in Trades | 43 | 83 | 4 | 43 | 83 | 4 |
Avg Bars in Winners | 23 | 40 | 3 | 23 | 40 | 3 |
Avg Bars in Losers | 99 | 243 | 6 | 99 | 243 | 6 |
Bars Traded | 5427 | 5161 | 266 | 5427 | 5161 | 266 |
Profit Streak | 571.4451 | 747.7784 | 571.4451 | 571.4451 | 747.7784 | 571.4451 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463272 | -140410 | -723855 | -575758 | -335610 | -723855 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.49543, "nb": 0.52297, "nc": 0.1 } }, "second_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 2.7602 } } }
# | 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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