Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 207779.4585 | 35534.0993 | 172245.3592 | 68985.1268 | -65075.1661 | 134060.2929 |
Total P&L (%) | 207.7795 | 35.5341 | 172.2454 | 68.9851 | -65.0752 | 134.0603 |
Avg Daily Profit (%) | 0.1614 | 0.0276 | 0.1338 | 0.0408 | -0.0817 | 0.0661 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126257 | -98713 | -90239 | -161519 | -164748 | -85852 |
Profit Factor | 1.3617 | 1.1132 | 1.6612 | 1.098 | 0.8413 | 1.456 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Profitability (%) | 54.1667 | 58.3333 | 50 | 54.1667 | 58.3333 | 50 |
Ratio Avg Win / Avg Loss | 1.1522 | 0.7951 | 1.6612 | 0.9291 | 0.6009 | 1.456 |
Largest Winning Trade | 67275 | 42948 | 67275 | 79654 | 35770 | 79654 |
Largest Losing Trade | -38320 | -35994 | -38320 | -56473 | -56473 | -40513 |
Avg Bars in Trades | 61 | 43 | 79 | 61 | 43 | 79 |
Avg Bars in Winners | 61 | 34 | 93 | 61 | 34 | 93 |
Avg Bars in Losers | 62 | 56 | 66 | 62 | 56 | 66 |
Bars Traded | 7422 | 2633 | 4789 | 7422 | 2633 | 4789 |
Profit Streak | 13.7071 | 29.7071 | 13.7071 | 13.7071 | 29.7071 | 13.7071 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348762 | -423902 | -179817 | -250984 | -748337 | -272229 |
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{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 220, "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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