Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201234.7814 | 930198.5299 | 271036.2515 | 71624232.5718 | 48489972.3849 | 23134260.1869 |
Total P&L (%) | 1201.2348 | 930.1985 | 271.0363 | 71624.2326 | 48489.9724 | 23134.2602 |
Avg Daily Profit (%) | 0.5767 | 0.4466 | 0.1301 | 0.3162 | 0.2974 | 0.2619 |
Buy And Hold Return (%) | 49.2038 | 49.2038 | 49.2038 | 49.2038 | 49.2038 | 49.2038 |
Max Trade Drawdown | -84755 | -71381 | -75738 | -123370655 | -96283357 | -75989456 |
Profit Factor | 2.1619 | 2.8454 | 1.5116 | 1.1177 | 1.1782 | 1.0687 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 122 | 60 | 62 | 122 | 60 | 62 |
Losing Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Profitability (%) | 51.4768 | 50.8475 | 52.1008 | 51.4768 | 50.8475 | 52.1008 |
Ratio Avg Win / Avg Loss | 2.0379 | 2.7506 | 1.3897 | 1.0535 | 1.139 | 0.9825 |
Largest Winning Trade | 270007 | 270007 | 69318 | 55891511 | 55891511 | 51804581 |
Largest Losing Trade | -29568 | -26517 | -29568 | -55572111 | -30820583 | -55572111 |
Avg Bars in Trades | 104 | 95 | 112 | 104 | 95 | 112 |
Avg Bars in Winners | 129 | 108 | 149 | 129 | 108 | 149 |
Avg Bars in Losers | 77 | 82 | 72 | 77 | 82 | 72 |
Bars Traded | 24649 | 11245 | 13404 | 24649 | 11245 | 13404 |
Profit Streak | 0 | 19.0372 | 0 | 0 | 19.0372 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604866 | 576211 | -18891 | -80640 | -15167 | -138010 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 175, "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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