Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007516.3757 | 918616.8259 | 88899.5498 | 1075502.118 | 297496.7934 | 778005.3246 |
Total P&L (%) | 1007.5164 | 918.6168 | 88.8996 | 1075.5021 | 297.4968 | 778.0053 |
Avg Daily Profit (%) | 0.4338 | 0.3955 | 0.0383 | 0.1062 | 0.0594 | 0.0936 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159857 | -145688 | -213853 | -3134341 | -2733614 | -1555146 |
Profit Factor | 1.8157 | 2.3821 | 1.1558 | 1.1029 | 1.0486 | 1.1796 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 78 | 34 | 44 | 78 | 34 | 44 |
Losing Trades | 152 | 81 | 71 | 152 | 81 | 71 |
Profitability (%) | 33.913 | 29.5652 | 38.2609 | 33.913 | 29.5652 | 38.2609 |
Ratio Avg Win / Avg Loss | 3.5382 | 5.6751 | 1.8651 | 2.1493 | 2.4982 | 1.9035 |
Largest Winning Trade | 406673 | 406673 | 63944 | 2126524 | 2126524 | 754260 |
Largest Losing Trade | -48098 | -48098 | -28354 | -773087 | -773087 | -611208 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 40 | 48 | 34 | 40 | 48 | 34 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 4465 | 2424 | 2041 | 4465 | 2424 | 2041 |
Profit Streak | 0 | 0 | 18.8738 | 0 | 0 | 18.8738 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313416 | 164947 | -193765 | -161812 | -289145 | -93426 |
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{ "first_band": { "type": "hma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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