Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 336246.5637 | 200278.8786 | 135967.6851 | 531110.9375 | 244066.3843 | 287044.5531 |
Total P&L (%) | 336.2466 | 200.2789 | 135.9677 | 531.1109 | 244.0664 | 287.0446 |
Avg Daily Profit (%) | 0.3228 | 0.1923 | 0.1305 | 0.177 | 0.1187 | 0.13 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65158 | -66791 | -69511 | -417805 | -322416 | -458975 |
Profit Factor | 1.5287 | 1.6499 | 1.4147 | 1.2174 | 1.2033 | 1.2311 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 70.6122 | 70.4918 | 70.7317 | 70.6122 | 70.4918 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.6362 | 0.6907 | 0.5854 | 0.5067 | 0.5037 | 0.5094 |
Largest Winning Trade | 44228 | 44228 | 29544 | 128061 | 96259 | 128061 |
Largest Losing Trade | -65158 | -32257 | -65158 | -326341 | -170919 | -326341 |
Avg Bars in Trades | 98 | 108 | 88 | 98 | 108 | 88 |
Avg Bars in Winners | 66 | 73 | 60 | 66 | 73 | 60 |
Avg Bars in Losers | 175 | 193 | 158 | 175 | 193 | 158 |
Bars Traded | 24214 | 13285 | 10929 | 24214 | 13285 | 10929 |
Profit Streak | 25.1808 | 48.2641 | 25.1808 | 25.1808 | 48.2641 | 25.1808 |
Trades During Streak | 10 | 9 | 5 | 10 | 9 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509019 | 431346 | -15646 | 410694 | -32641 | -17462 |
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{ "first_band": { "type": "hma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 88, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 247, "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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