Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583355.0548 | 367373.6708 | 215981.384 | 753594.1128 | -83606.5451 | 837200.6579 |
Total P&L (%) | 583.3551 | 367.3737 | 215.9814 | 753.5941 | -83.6065 | 837.2007 |
Avg Daily Profit (%) | 0.3231 | 0.2035 | 0.1196 | 0.1189 | -0.1001 | 0.124 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152001 | -160948 | -53335 | -597026 | -728291 | -234648 |
Profit Factor | 1.9107 | 1.9507 | 1.8499 | 1.234 | 0.9609 | 1.7717 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 60 | 22 | 38 | 60 | 22 | 38 |
Losing Trades | 62 | 39 | 23 | 62 | 39 | 23 |
Profitability (%) | 49.1803 | 36.0656 | 62.2951 | 49.1803 | 36.0656 | 62.2951 |
Ratio Avg Win / Avg Loss | 1.9744 | 3.458 | 1.1197 | 1.2751 | 1.7033 | 1.0723 |
Largest Winning Trade | 249783 | 249783 | 61427 | 570514 | 570514 | 248603 |
Largest Losing Trade | -43352 | -34472 | -43352 | -286311 | -286311 | -153867 |
Avg Bars in Trades | 56 | 72 | 41 | 56 | 72 | 41 |
Avg Bars in Winners | 62 | 85 | 49 | 62 | 85 | 49 |
Avg Bars in Losers | 51 | 64 | 28 | 51 | 64 | 28 |
Bars Traded | 6947 | 4405 | 2542 | 6947 | 4405 | 2542 |
Profit Streak | 0 | 0 | 26.2698 | 0 | 0 | 26.2698 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458031 | -156021 | -189954 | -34236 | -745377 | -183832 |
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{ "first_band": { "type": "hma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 39, "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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