Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149042.0411 | 126386.9155 | 22655.1256 | 134978.9671 | 104023.9602 | 30955.0069 |
Total P&L (%) | 149.042 | 126.3869 | 22.6551 | 134.979 | 104.024 | 30.955 |
Avg Daily Profit (%) | 0.2862 | 0.2427 | 0.0435 | 0.1642 | 0.137 | 0.0518 |
Buy And Hold Return (%) | 37.1245 | 37.1245 | 37.1245 | 37.1245 | 37.1245 | 37.1245 |
Max Trade Drawdown | -52299 | -47494 | -21285 | -64807 | -59137 | -17033 |
Profit Factor | 1.8098 | 1.8643 | 1.5991 | 1.6844 | 1.6433 | 1.8714 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 63.9344 | 66.6667 | 61.2903 | 63.9344 | 66.6667 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.0209 | 0.9322 | 1.01 | 0.9502 | 0.8217 | 1.182 |
Largest Winning Trade | 58796 | 58796 | 10022 | 54225 | 54225 | 10746 |
Largest Losing Trade | -47494 | -47494 | -7111 | -59137 | -59137 | -6646 |
Avg Bars in Trades | 399 | 783 | 28 | 399 | 783 | 28 |
Avg Bars in Winners | 334 | 626 | 26 | 334 | 626 | 26 |
Avg Bars in Losers | 516 | 1098 | 31 | 516 | 1098 | 31 |
Bars Traded | 24391 | 23512 | 879 | 24391 | 23512 | 879 |
Profit Streak | 23.4015 | 23.4015 | 64.5473 | 23.4015 | 23.4015 | 64.5473 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154743 | 308658 | -296156 | -158031 | -10508 | -284567 |
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{ "first_band": { "type": "hma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 1.59397 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 1.59397 } } }
# | 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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