Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386769.7607 | 130603.8165 | 256165.9442 | 651378.8409 | 163626.1052 | 487752.7357 |
Total P&L (%) | 386.7698 | 130.6038 | 256.1659 | 651.3788 | 163.6261 | 487.7527 |
Avg Daily Profit (%) | 0.2393 | 0.0808 | 0.1585 | 0.1249 | 0.06 | 0.1097 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74529 | -60593 | -97013 | -318258 | -238408 | -374194 |
Profit Factor | 1.558 | 1.3868 | 1.7207 | 1.2926 | 1.1556 | 1.4152 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 61.6667 | 61.1111 | 62.2222 | 61.6667 | 61.1111 | 62.2222 |
Ratio Avg Win / Avg Loss | 0.9685 | 0.8825 | 1.0447 | 0.8035 | 0.7354 | 0.8592 |
Largest Winning Trade | 39156 | 37092 | 39156 | 161415 | 99163 | 161415 |
Largest Losing Trade | -53680 | -41208 | -53680 | -171335 | -112703 | -171335 |
Avg Bars in Trades | 25 | 17 | 32 | 25 | 17 | 32 |
Avg Bars in Winners | 22 | 13 | 31 | 22 | 13 | 31 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 4556 | 1606 | 2950 | 4556 | 1606 | 2950 |
Profit Streak | 15.9822 | 0 | 78.9822 | 15.9822 | 0 | 78.9822 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405441 | -84695 | 449108 | -24205 | -162386 | -44413 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 147, "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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