Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670382.3305 | 633738.1643 | 36644.1662 | -1621807.9819 | 4537627.093 | -6159435.0749 |
Total P&L (%) | 670.3823 | 633.7382 | 36.6442 | -1621.808 | 4537.6271 | -6159.4351 |
Avg Daily Profit (%) | 0.3555 | 0.3361 | 0.0194 | 0 | 0.2037 | 0 |
Buy And Hold Return (%) | 352.9404 | 352.9404 | 352.9404 | 352.9404 | 352.9404 | 352.9404 |
Max Trade Drawdown | -144761 | -76605 | -127886 | -8524673 | -1563193 | -8846530 |
Profit Factor | 2.1884 | 3.7384 | 1.1101 | 0.8944 | 2.1261 | 0.456 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 17 | 20 | 40 | 24 | 16 |
Losing Trades | 34 | 19 | 15 | 31 | 12 | 19 |
Profitability (%) | 52.1127 | 47.2222 | 57.1429 | 56.338 | 66.6667 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.0109 | 4.1782 | 0.8326 | 0.6931 | 1.063 | 0.5415 |
Largest Winning Trade | 320092 | 320092 | 56781 | 2019813 | 2019813 | 697171 |
Largest Losing Trade | -127886 | -33641 | -127886 | -6461548 | -982288 | -6461548 |
Avg Bars in Trades | 50 | 41 | 58 | 50 | 41 | 58 |
Avg Bars in Winners | 62 | 47 | 75 | 42 | 43 | 40 |
Avg Bars in Losers | 36 | 36 | 36 | 60 | 38 | 74 |
Bars Traded | 3556 | 1502 | 2054 | 3556 | 1502 | 2054 |
Profit Streak | 0 | 0 | 0 | 85.021 | 133.021 | 85.021 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84754 | 242528 | -432786 | -669591 | 508320 | -581896 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 56, "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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