Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349152.3389 | 404858.304 | -55705.965 | -82358.4633 | -13309.8428 | -69048.6205 |
Total P&L (%) | 349.1523 | 404.8583 | -55.706 | -82.3585 | -13.3098 | -69.0486 |
Avg Daily Profit (%) | 0.1523 | 0.1766 | -0.0243 | -0.0756 | -0.0062 | -0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170994 | -77157 | -133757 | -173321 | -83721 | -133834 |
Profit Factor | 1.4539 | 2.0576 | 0.8558 | 0.8611 | 0.9553 | 0.7662 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 45.679 | 46.3415 | 45 | 45.679 | 46.3415 | 45 |
Ratio Avg Win / Avg Loss | 1.729 | 2.3824 | 1.046 | 1.024 | 1.1061 | 0.9364 |
Largest Winning Trade | 271842 | 271842 | 54075 | 56725 | 56725 | 56579 |
Largest Losing Trade | -75590 | -56107 | -75590 | -107337 | -78270 | -107337 |
Avg Bars in Trades | 52 | 41 | 63 | 52 | 41 | 63 |
Avg Bars in Winners | 65 | 38 | 94 | 65 | 38 | 94 |
Avg Bars in Losers | 41 | 43 | 38 | 41 | 43 | 38 |
Bars Traded | 4236 | 1688 | 2548 | 4236 | 1688 | 2548 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8609 | 358032 | -581027 | -597069 | -580498 | -582694 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 103, "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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