Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347693.0061 | 54705.2731 | 292987.733 | 557142.1558 | 115207.7298 | 441934.426 |
Total P&L (%) | 347.693 | 54.7053 | 292.9877 | 557.1422 | 115.2077 | 441.9344 |
Avg Daily Profit (%) | 0.227 | 0.0357 | 0.1913 | 0.123 | 0.0501 | 0.1104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119675 | -82105 | -69085 | -1818530 | -1087225 | -1264748 |
Profit Factor | 1.3249 | 1.095 | 1.5929 | 1.0522 | 1.0224 | 1.08 |
Total Trades | 371 | 186 | 185 | 371 | 186 | 185 |
Winning Trades | 143 | 64 | 79 | 143 | 64 | 79 |
Losing Trades | 228 | 122 | 106 | 228 | 122 | 106 |
Profitability (%) | 38.5445 | 34.4086 | 42.7027 | 38.5445 | 34.4086 | 42.7027 |
Ratio Avg Win / Avg Loss | 2.1124 | 2.0873 | 2.1373 | 1.6777 | 1.9489 | 1.4492 |
Largest Winning Trade | 44429 | 44429 | 34332 | 416573 | 314220 | 416573 |
Largest Losing Trade | -38905 | -16914 | -38905 | -360696 | -173544 | -360696 |
Avg Bars in Trades | 8 | 8 | 8 | 8 | 8 | 8 |
Avg Bars in Winners | 12 | 13 | 12 | 12 | 13 | 12 |
Avg Bars in Losers | 5 | 5 | 4 | 5 | 5 | 4 |
Bars Traded | 3015 | 1529 | 1486 | 3015 | 1529 | 1486 |
Profit Streak | 19.543 | 19.543 | 20.543 | 19.543 | 19.543 | 20.543 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 288960 | -265953 | 321787 | -191508 | -325657 | -179674 |
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{ "first_band": { "type": "hma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 32, "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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