Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654117.8463 | 402078.3027 | 252039.5436 | 4032657.9985 | 2714882.3068 | 1317775.6917 |
Total P&L (%) | 654.1178 | 402.0783 | 252.0395 | 4032.658 | 2714.8823 | 1317.7757 |
Avg Daily Profit (%) | 0.3898 | 0.2396 | 0.1502 | 0.222 | 0.1991 | 0.1581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66140 | -81706 | -50217 | -3664580 | -1318057 | -2692219 |
Profit Factor | 2.2445 | 2.3695 | 2.0863 | 1.4672 | 1.6996 | 1.2773 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 40.7692 | 33.8462 | 47.6923 | 40.7692 | 33.8462 | 47.6923 |
Ratio Avg Win / Avg Loss | 3.2609 | 4.6314 | 2.2882 | 2.1315 | 3.3219 | 1.4009 |
Largest Winning Trade | 219793 | 219793 | 52076 | 1580033 | 1580033 | 1163723 |
Largest Losing Trade | -22114 | -16826 | -22114 | -907393 | -783344 | -907393 |
Avg Bars in Trades | 151 | 136 | 167 | 151 | 136 | 167 |
Avg Bars in Winners | 256 | 252 | 259 | 256 | 252 | 259 |
Avg Bars in Losers | 79 | 77 | 82 | 79 | 77 | 82 |
Bars Traded | 19744 | 8881 | 10863 | 19744 | 8881 | 10863 |
Profit Streak | 40.4036 | 0 | 48.6536 | 40.4036 | 0 | 48.6536 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404470 | -125767 | -120853 | 278842 | -126989 | -124390 |
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{ "first_band": { "type": "sma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 128, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 128, "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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