Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958665.5788 | 794272.3106 | 164393.2682 | 16858950.7144 | 17402591.0258 | -543640.3114 |
Total P&L (%) | 958.6656 | 794.2723 | 164.3933 | 16858.9507 | 17402.591 | -543.6403 |
Avg Daily Profit (%) | 0.3833 | 0.3176 | 0.0657 | 0.2055 | 0.2067 | 0 |
Buy And Hold Return (%) | 797.5375 | 797.5375 | 797.5375 | 797.5375 | 797.5375 | 797.5375 |
Max Trade Drawdown | -76202 | -61188 | -76202 | -3612998 | -1511716 | -5082350 |
Profit Factor | 3.7491 | 8.1705 | 1.6909 | 2.6145 | 7.7037 | 0.9307 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 69.2308 | 71.875 | 66.6667 | 69.2308 | 71.875 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6663 | 3.1972 | 0.8454 | 1.162 | 3.0145 | 0.4654 |
Largest Winning Trade | 272442 | 272442 | 50848 | 8891435 | 8891435 | 1119324 |
Largest Losing Trade | -76202 | -42213 | -76202 | -3361312 | -1010694 | -3361312 |
Avg Bars in Trades | 73 | 78 | 68 | 73 | 78 | 68 |
Avg Bars in Winners | 71 | 67 | 75 | 71 | 67 | 75 |
Avg Bars in Losers | 77 | 106 | 54 | 77 | 106 | 54 |
Bars Traded | 4754 | 2502 | 2252 | 4754 | 2502 | 2252 |
Profit Streak | 125.4569 | 125.4569 | 203.4569 | 125.4569 | 125.4569 | 203.4569 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218528 | -144444 | -267020 | -120127 | 733884 | -577281 |
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{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 32 } }, "second_band": { "type": "ssf", "factors": { "length": 52, "offset": 84, "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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