Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357863.1096 | 289911.3029 | 67951.8067 | -29048.435 | 143171.8606 | -172220.2955 |
Total P&L (%) | 357.8631 | 289.9113 | 67.9518 | -29.0484 | 143.1719 | -172.2203 |
Avg Daily Profit (%) | 0.2246 | 0.1819 | 0.0426 | -0.0215 | 0.0558 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184573 | -126534 | -131112 | -957581 | -380701 | -706114 |
Profit Factor | 1.4871 | 1.7192 | 1.2049 | 0.9852 | 1.1505 | 0.8291 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 52.1008 | 50.8475 | 53.3333 | 52.1008 | 50.8475 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.3671 | 1.6619 | 1.0543 | 0.9057 | 1.1122 | 0.7255 |
Largest Winning Trade | 329929 | 329929 | 44125 | 407236 | 407236 | 172443 |
Largest Losing Trade | -62075 | -49711 | -62075 | -565125 | -135348 | -565125 |
Avg Bars in Trades | 76 | 101 | 51 | 76 | 101 | 51 |
Avg Bars in Winners | 75 | 95 | 56 | 75 | 95 | 56 |
Avg Bars in Losers | 77 | 108 | 46 | 77 | 108 | 46 |
Bars Traded | 9094 | 5990 | 3104 | 9094 | 5990 | 3104 |
Profit Streak | 63.7587 | 63.9254 | 63.7587 | 63.7587 | 63.9254 | 63.7587 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 399191 | -164872 | -304363 | -578747 | -349015 | -748553 |
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{ "first_band": { "type": "hma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 141, "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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