Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396167.6812 | 390865.1773 | 5302.5039 | 347771.0236 | 768329.3835 | -420558.36 |
Total P&L (%) | 396.1677 | 390.8652 | 5.3025 | 347.771 | 768.3294 | -420.5584 |
Avg Daily Profit (%) | 0.1585 | 0.1564 | 0.0021 | 0.06 | 0.0865 | 0 |
Buy And Hold Return (%) | 174.1878 | 174.1878 | 174.1878 | 174.1878 | 174.1878 | 174.1878 |
Max Trade Drawdown | -152236 | -65118 | -117069 | -1633701 | -571724 | -1302164 |
Profit Factor | 1.97 | 3.2632 | 1.0225 | 1.104 | 1.5824 | 0.7924 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 41.3793 | 51.7241 | 31.0345 | 41.3793 | 51.7241 | 31.0345 |
Ratio Avg Win / Avg Loss | 2.7908 | 3.0456 | 2.2722 | 1.5639 | 1.4769 | 1.7609 |
Largest Winning Trade | 212814 | 212814 | 49769 | 699059 | 699059 | 644082 |
Largest Losing Trade | -43619 | -23091 | -43619 | -384037 | -228473 | -384037 |
Avg Bars in Trades | 165 | 174 | 157 | 165 | 174 | 157 |
Avg Bars in Winners | 258 | 238 | 293 | 258 | 238 | 293 |
Avg Bars in Losers | 100 | 106 | 96 | 100 | 106 | 96 |
Bars Traded | 9623 | 5060 | 4563 | 9623 | 5060 | 4563 |
Profit Streak | 77.0984 | 203.5984 | 0 | 77.0984 | 203.5984 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176345 | 337253 | -557859 | -407085 | -75956 | -585430 |
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{ "first_band": { "type": "sma", "factors": { "length": 119, "offset": 80 } }, "second_band": { "type": "hma", "factors": { "length": 162, "offset": 0 } } }
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# | 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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