Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426188.3074 | 396558.1871 | 29630.1202 | 546848.8547 | 609019.3332 | -62170.4785 |
Total P&L (%) | 426.1883 | 396.5582 | 29.6301 | 546.8489 | 609.0193 | -62.1705 |
Avg Daily Profit (%) | 0.3018 | 0.2808 | 0.021 | 0.1323 | 0.1388 | -0.0688 |
Buy And Hold Return (%) | 77.6843 | 77.6843 | 77.6843 | 77.6843 | 77.6843 | 77.6843 |
Max Trade Drawdown | -103122 | -66024 | -56727 | -241950 | -227957 | -238370 |
Profit Factor | 1.8578 | 2.5063 | 1.1269 | 1.3783 | 1.8037 | 0.9096 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 42.7184 | 44.2308 | 41.1765 | 42.7184 | 44.2308 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.4912 | 3.1602 | 1.6098 | 1.8482 | 2.2743 | 1.2995 |
Largest Winning Trade | 150400 | 150400 | 61353 | 284250 | 284250 | 129859 |
Largest Losing Trade | -45567 | -45567 | -35839 | -115068 | -109759 | -115068 |
Avg Bars in Trades | 51 | 46 | 57 | 51 | 46 | 57 |
Avg Bars in Winners | 83 | 79 | 87 | 83 | 79 | 87 |
Avg Bars in Losers | 28 | 21 | 35 | 28 | 21 | 35 |
Bars Traded | 5347 | 2433 | 2914 | 5347 | 2433 | 2914 |
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 | 304216 | -170473 | -593958 | -16864 | -186180 | -762598 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 39, "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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