Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475983.8078 | 1414598.0041 | 61385.8037 | 5012079.9448 | 4172092.1414 | 839987.8034 |
Total P&L (%) | 1475.9838 | 1414.598 | 61.3858 | 5012.0799 | 4172.0921 | 839.9878 |
Avg Daily Profit (%) | 0.6672 | 0.6394 | 0.0277 | 0.178 | 0.1699 | 0.1013 |
Buy And Hold Return (%) | 461.0932 | 461.0932 | 461.0932 | 461.0932 | 461.0932 | 461.0932 |
Max Trade Drawdown | -118375 | -102233 | -138163 | -13719590 | -12890910 | -6882160 |
Profit Factor | 2.2307 | 3.6452 | 1.0924 | 1.0612 | 1.1143 | 1.0185 |
Total Trades | 355 | 178 | 177 | 355 | 178 | 177 |
Winning Trades | 122 | 62 | 60 | 122 | 62 | 60 |
Losing Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Profitability (%) | 34.3662 | 34.8315 | 33.8983 | 34.3662 | 34.8315 | 33.8983 |
Ratio Avg Win / Avg Loss | 4.2602 | 6.8201 | 2.1301 | 2.0268 | 2.0848 | 1.9861 |
Largest Winning Trade | 978190 | 978190 | 55951 | 6504401 | 6504401 | 4575516 |
Largest Losing Trade | -24262 | -14425 | -24262 | -2694520 | -1546357 | -2694520 |
Avg Bars in Trades | 18 | 16 | 19 | 18 | 16 | 19 |
Avg Bars in Winners | 36 | 31 | 41 | 36 | 31 | 41 |
Avg Bars in Losers | 9 | 9 | 8 | 9 | 9 | 8 |
Bars Traded | 6536 | 2999 | 3537 | 6536 | 2999 | 3537 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338313 | 370789 | -445008 | -148165 | -91150 | -270014 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 33, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 10, "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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