Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125658.2257 | 85846.9948 | 39811.231 | 187201.5537 | 180508.3147 | 6693.239 |
Total P&L (%) | 125.6582 | 85.847 | 39.8112 | 187.2016 | 180.5083 | 6.6932 |
Avg Daily Profit (%) | 0.4825 | 0.3296 | 0.1529 | 0.4059 | 0.3969 | 0.0249 |
Buy And Hold Return (%) | 29.3377 | 29.3377 | 29.3377 | 29.3377 | 29.3377 | 29.3377 |
Max Trade Drawdown | -24915 | -24195 | -31045 | -84073 | -57762 | -86670 |
Profit Factor | 1.4089 | 1.5401 | 1.2684 | 1.2929 | 1.5592 | 1.0212 |
Total Trades | 502 | 251 | 251 | 502 | 251 | 251 |
Winning Trades | 227 | 116 | 111 | 227 | 116 | 111 |
Losing Trades | 275 | 135 | 140 | 275 | 135 | 140 |
Profitability (%) | 45.2191 | 46.2151 | 44.2231 | 45.2191 | 46.2151 | 44.2231 |
Ratio Avg Win / Avg Loss | 1.7068 | 1.7924 | 1.5997 | 1.5663 | 1.8146 | 1.2879 |
Largest Winning Trade | 34706 | 34706 | 12201 | 63825 | 63825 | 16640 |
Largest Losing Trade | -11214 | -11214 | -7699 | -22329 | -22329 | -21496 |
Avg Bars in Trades | 49 | 50 | 47 | 49 | 50 | 47 |
Avg Bars in Winners | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Losers | 39 | 42 | 37 | 39 | 42 | 37 |
Bars Traded | 24606 | 12684 | 11922 | 24606 | 12684 | 11922 |
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 | 334598 | 219785 | -49376 | 341586 | 338691 | -525550 |
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{ "first_band": { "type": "hma", "factors": { "length": 163, "offset": 198 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 93 } } }
# | 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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