Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514471.0261 | 463231.3534 | 51239.6727 | 28568.4 | 129321.5442 | -100753.1442 |
Total P&L (%) | 514.471 | 463.2314 | 51.2397 | 28.5684 | 129.3215 | -100.7531 |
Avg Daily Profit (%) | 0.2242 | 0.2018 | 0.0223 | 0.011 | 0.0362 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119060 | -130538 | -122661 | -262533 | -174515 | -191380 |
Profit Factor | 1.6109 | 1.9904 | 1.1368 | 1.024 | 1.1924 | 0.8048 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 45.3608 | 40.8163 | 50 | 45.3608 | 40.8163 | 50 |
Ratio Avg Win / Avg Loss | 1.9404 | 2.8861 | 1.1368 | 1.2335 | 1.729 | 0.8048 |
Largest Winning Trade | 302953 | 302953 | 56593 | 207672 | 207672 | 50736 |
Largest Losing Trade | -50704 | -46017 | -50704 | -106425 | -98895 | -106425 |
Avg Bars in Trades | 67 | 54 | 81 | 67 | 54 | 81 |
Avg Bars in Winners | 91 | 64 | 114 | 91 | 64 | 114 |
Avg Bars in Losers | 48 | 47 | 49 | 48 | 47 | 49 |
Bars Traded | 6585 | 2662 | 3924 | 6585 | 2662 | 3924 |
Profit Streak | 52.0199 | 58.3532 | 0 | 52.0199 | 58.3532 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371215 | 306150 | -234213 | -376510 | -155253 | -580689 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 89, "offset": 0 } } }
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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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