Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353200.9879 | 371997.6096 | -18796.6217 | -90070.3986 | 284947.1155 | -375017.5141 |
Total P&L (%) | 353.201 | 371.9976 | -18.7966 | -90.0704 | 284.9471 | -375.0175 |
Avg Daily Profit (%) | 0.1786 | 0.1881 | -0.0095 | -0.1167 | 0.0682 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206013 | -125800 | -240343 | -324245 | -185624 | -459080 |
Profit Factor | 1.2159 | 1.5281 | 0.9798 | 0.9521 | 1.3935 | 0.6754 |
Total Trades | 307 | 154 | 153 | 307 | 154 | 153 |
Winning Trades | 152 | 70 | 82 | 152 | 70 | 82 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 49.5114 | 45.4545 | 53.5948 | 49.5114 | 45.4545 | 53.5948 |
Ratio Avg Win / Avg Loss | 1.2399 | 1.8337 | 0.8484 | 0.9709 | 1.6722 | 0.5848 |
Largest Winning Trade | 132305 | 132305 | 47097 | 113500 | 113500 | 93407 |
Largest Losing Trade | -88115 | -43135 | -88115 | -125686 | -69983 | -125686 |
Avg Bars in Trades | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Winners | 12 | 12 | 12 | 12 | 12 | 12 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 3797 | 1913 | 1884 | 3797 | 1913 | 1884 |
Profit Streak | 0 | 0 | 500.0347 | 0 | 0 | 500.0347 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313256 | 319308 | -578827 | -579084 | -101362 | -578827 |
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06742, "nb": 0.68844, "nc": 0.26084 } }, "second_band": { "type": "bbu", "factors": { "length": 226, "offset": 0, "std": 4.93838 } } }
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{ "first_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.06742, "nb": 0.68844, "nc": 0.26084 } }, "second_band": { "type": "bbu", "factors": { "length": 226, "offset": 0, "std": 4.93838 } } }
# | 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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