Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138515.4382 | 93231.7609 | 45283.6774 | 207851.2101 | 147340.1699 | 60511.0402 |
Total P&L (%) | 138.5154 | 93.2318 | 45.2837 | 207.8512 | 147.3402 | 60.511 |
Avg Daily Profit (%) | 0.5319 | 0.358 | 0.1739 | 0.4327 | 0.3483 | 0.1819 |
Buy And Hold Return (%) | 21.2244 | 21.2244 | 21.2244 | 21.2244 | 21.2244 | 21.2244 |
Max Trade Drawdown | -37319 | -31584 | -26698 | -50943 | -29816 | -55617 |
Profit Factor | 1.4186 | 1.5977 | 1.2589 | 1.4039 | 1.629 | 1.2159 |
Total Trades | 269 | 134 | 135 | 269 | 134 | 135 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 140 | 72 | 68 | 140 | 72 | 68 |
Profitability (%) | 47.9554 | 46.2687 | 49.6296 | 47.9554 | 46.2687 | 49.6296 |
Ratio Avg Win / Avg Loss | 1.5396 | 1.8554 | 1.2777 | 1.5237 | 1.8917 | 1.234 |
Largest Winning Trade | 24373 | 24373 | 20791 | 25018 | 24503 | 25018 |
Largest Losing Trade | -12397 | -11393 | -12397 | -17361 | -10734 | -17361 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Losers | 92 | 92 | 92 | 92 | 92 | 92 |
Bars Traded | 24808 | 12355 | 12453 | 24808 | 12355 | 12453 |
Profit Streak | 1.319 | 0 | 2.2773 | 1.319 | 0 | 2.2773 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310094 | 254418 | -2325 | 287723 | 320009 | 8467 |
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{ "first_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 3.41745 } }, "second_band": { "type": "hwma", "factors": { "length": 0, "offset": 0, "na": 0.00446, "nb": 0.1, "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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