Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 802345.8443 | 480982.9009 | 321362.9435 | 6961065.2342 | 1347730.6639 | 5613334.5703 |
Total P&L (%) | 802.3458 | 480.9829 | 321.3629 | 6961.0652 | 1347.7307 | 5613.3346 |
Avg Daily Profit (%) | 0.4445 | 0.2664 | 0.178 | 0.2361 | 0.1482 | 0.2243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59828 | -106286 | -41901 | -4828771 | -5572116 | -2595998 |
Profit Factor | 2.003 | 2.0215 | 1.9766 | 1.2316 | 1.0789 | 1.4328 |
Total Trades | 306 | 153 | 153 | 306 | 153 | 153 |
Winning Trades | 96 | 38 | 58 | 96 | 38 | 58 |
Losing Trades | 210 | 115 | 95 | 210 | 115 | 95 |
Profitability (%) | 31.3725 | 24.8366 | 37.9085 | 31.3725 | 24.8366 | 37.9085 |
Ratio Avg Win / Avg Loss | 4.3816 | 6.1176 | 3.2375 | 2.6941 | 3.2651 | 2.3468 |
Largest Winning Trade | 319310 | 319310 | 49539 | 3139820 | 3139820 | 2284903 |
Largest Losing Trade | -19389 | -19389 | -13106 | -1556489 | -1556489 | -664142 |
Avg Bars in Trades | 22 | 24 | 21 | 22 | 24 | 21 |
Avg Bars in Winners | 47 | 53 | 44 | 47 | 53 | 44 |
Avg Bars in Losers | 11 | 15 | 7 | 11 | 15 | 7 |
Bars Traded | 7000 | 3763 | 3237 | 7000 | 3763 | 3237 |
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 | 308418 | -17980 | 252358 | 135266 | -157502 | 218659 |
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{ "first_band": { "type": "hma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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