Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346940.1987 | 361834.3853 | -14894.1866 | -59890.0867 | 252692.9288 | -312583.0155 |
Total P&L (%) | 346.9402 | 361.8344 | -14.8942 | -59.8901 | 252.6929 | -312.583 |
Avg Daily Profit (%) | 0.1513 | 0.1578 | -0.0065 | -0.0398 | 0.055 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220560 | -199137 | -203837 | -597593 | -309446 | -494874 |
Profit Factor | 1.2574 | 1.5315 | 0.9777 | 0.9729 | 1.2275 | 0.7164 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 129 | 67 | 62 | 129 | 67 | 62 |
Losing Trades | 148 | 72 | 76 | 148 | 72 | 76 |
Profitability (%) | 46.5704 | 48.2014 | 44.9275 | 46.5704 | 48.2014 | 44.9275 |
Ratio Avg Win / Avg Loss | 1.4426 | 1.6458 | 1.1984 | 1.1162 | 1.3191 | 0.8782 |
Largest Winning Trade | 204951 | 204951 | 71152 | 338943 | 338943 | 170811 |
Largest Losing Trade | -39957 | -39957 | -35697 | -200627 | -200627 | -93107 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 50 | 39 | 62 | 50 | 39 | 62 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 13444 | 6053 | 7391 | 13444 | 6053 | 7391 |
Profit Streak | 10.9175 | 10.9175 | 18.2509 | 10.9175 | 10.9175 | 18.2509 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296569 | 346597 | -580708 | -577901 | -120111 | -582375 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 111, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 111, "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) |
---|