Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808350.8641 | 662677.6718 | 145673.1923 | 4964861.3298 | 1342188.5581 | 3622672.7717 |
Total P&L (%) | 808.3509 | 662.6777 | 145.6732 | 4964.8613 | 1342.1886 | 3622.6728 |
Avg Daily Profit (%) | 0.4375 | 0.3586 | 0.0788 | 0.2126 | 0.1445 | 0.1959 |
Buy And Hold Return (%) | 79.9973 | 79.9973 | 79.9973 | 79.9973 | 79.9973 | 79.9973 |
Max Trade Drawdown | -63625 | -96280 | -65988 | -3225908 | -2362775 | -913088 |
Profit Factor | 2.7591 | 4.0267 | 1.6055 | 1.4213 | 1.1937 | 1.7461 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 54.5455 | 56.4103 | 52.6316 | 54.5455 | 56.4103 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.2992 | 3.1115 | 1.4449 | 1.1844 | 0.9224 | 1.5715 |
Largest Winning Trade | 363359 | 363359 | 63713 | 2177723 | 1606781 | 2177723 |
Largest Losing Trade | -39258 | -35851 | -39258 | -1522548 | -1522548 | -890406 |
Avg Bars in Trades | 89 | 69 | 109 | 89 | 69 | 109 |
Avg Bars in Winners | 102 | 57 | 151 | 102 | 57 | 151 |
Avg Bars in Losers | 73 | 84 | 63 | 73 | 84 | 63 |
Bars Traded | 6873 | 2715 | 4158 | 6873 | 2715 | 4158 |
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 | -30355 | 623751 | -93489 | -36717 | -7949 | 420029 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 241, "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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