Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695917.7082 | 578447.5983 | 117470.11 | 3196433.6303 | 2231485.1393 | 964948.491 |
Total P&L (%) | 695.9177 | 578.4476 | 117.4701 | 3196.4336 | 2231.4851 | 964.9485 |
Avg Daily Profit (%) | 0.3795 | 0.3155 | 0.0641 | 0.1908 | 0.1719 | 0.1291 |
Buy And Hold Return (%) | 237.5321 | 237.5321 | 237.5321 | 237.5321 | 237.5321 | 237.5321 |
Max Trade Drawdown | -99913 | -58386 | -54927 | -816845 | -329253 | -567918 |
Profit Factor | 2.8047 | 4.0683 | 1.596 | 2.3554 | 2.9245 | 1.8049 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 59.7701 | 54.5455 | 65.1163 | 59.7701 | 54.5455 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.8878 | 3.3903 | 0.855 | 1.5853 | 2.4371 | 0.9669 |
Largest Winning Trade | 361452 | 361452 | 46796 | 774729 | 681930 | 774729 |
Largest Losing Trade | -46525 | -46525 | -29831 | -567918 | -287564 | -567918 |
Avg Bars in Trades | 120 | 112 | 129 | 120 | 112 | 129 |
Avg Bars in Winners | 136 | 134 | 137 | 136 | 134 | 137 |
Avg Bars in Losers | 96 | 85 | 112 | 96 | 85 | 112 |
Bars Traded | 10487 | 4939 | 5548 | 10487 | 4939 | 5548 |
Profit Streak | 77.7838 | 89.6172 | 0 | 77.7838 | 89.6172 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 497101 | 480788 | -270930 | 522068 | 525170 | -19784 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 250, "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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