Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 242874.0435 | 134378.9677 | 108495.0758 | 78761.0457 | 40097.0044 | 38664.0413 |
Total P&L (%) | 242.874 | 134.379 | 108.4951 | 78.761 | 40.097 | 38.664 |
Avg Daily Profit (%) | 0.2332 | 0.129 | 0.1042 | 0.0558 | 0.0324 | 0.0314 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79882 | -64173 | -82240 | -104809 | -106231 | -103131 |
Profit Factor | 1.2763 | 1.3059 | 1.2467 | 1.0902 | 1.0926 | 1.0879 |
Total Trades | 366 | 183 | 183 | 366 | 183 | 183 |
Winning Trades | 244 | 119 | 125 | 244 | 119 | 125 |
Losing Trades | 122 | 64 | 58 | 122 | 64 | 58 |
Profitability (%) | 66.6667 | 65.0273 | 68.306 | 66.6667 | 65.0273 | 68.306 |
Ratio Avg Win / Avg Loss | 0.6382 | 0.7023 | 0.5785 | 0.5451 | 0.5876 | 0.5048 |
Largest Winning Trade | 34281 | 34281 | 30716 | 34974 | 29067 | 34974 |
Largest Losing Trade | -76724 | -41228 | -76724 | -95226 | -51329 | -95226 |
Avg Bars in Trades | 67 | 67 | 68 | 67 | 67 | 68 |
Avg Bars in Winners | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Losers | 112 | 110 | 114 | 112 | 110 | 114 |
Bars Traded | 24844 | 12270 | 12574 | 24844 | 12270 | 12574 |
Profit Streak | 16.3417 | 18.675 | 16.3417 | 16.3417 | 18.675 | 16.3417 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432252 | -18386 | -51477 | -235538 | -268202 | -274454 |
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{ "first_band": { "type": "hma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 2.29299 } } }
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# | 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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