Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466164.8293 | 402483.998 | 63680.8313 | 33410.2835 | 121907.6468 | -88497.3633 |
Total P&L (%) | 466.1648 | 402.484 | 63.6808 | 33.4103 | 121.9076 | -88.4974 |
Avg Daily Profit (%) | 0.2944 | 0.2542 | 0.0402 | 0.0182 | 0.0504 | -0.1365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164910 | -138964 | -121389 | -649165 | -323271 | -425391 |
Profit Factor | 1.474 | 1.7984 | 1.1329 | 1.0152 | 1.1132 | 0.9211 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 87 | 38 | 49 | 87 | 38 | 49 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 50.5814 | 44.186 | 56.9767 | 50.5814 | 44.186 | 56.9767 |
Ratio Avg Win / Avg Loss | 1.4401 | 2.2716 | 0.8554 | 0.9919 | 1.4062 | 0.6956 |
Largest Winning Trade | 346402 | 346402 | 55263 | 266497 | 266497 | 125974 |
Largest Losing Trade | -42078 | -42078 | -38176 | -185675 | -138465 | -185675 |
Avg Bars in Trades | 107 | 117 | 97 | 107 | 117 | 97 |
Avg Bars in Winners | 111 | 130 | 96 | 111 | 130 | 96 |
Avg Bars in Losers | 104 | 107 | 100 | 104 | 107 | 100 |
Bars Traded | 18540 | 10113 | 8427 | 18540 | 10113 | 8427 |
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 | 379867 | 320775 | -215056 | -375841 | -224238 | -580197 |
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{ "first_band": { "type": "hma", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 101, "offset": 0, "poles": 2 } } }
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# | 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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