Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 440508.3893 | 408679.7937 | 31828.5956 | -33725.4901 | -57378.7315 | 23653.2414 |
Total P&L (%) | 440.5084 | 408.6798 | 31.8286 | -33.7255 | -57.3787 | 23.6532 |
Avg Daily Profit (%) | 0.2782 | 0.2581 | 0.0201 | -0.026 | -0.0538 | 0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182115 | -145420 | -73207 | -848185 | -600240 | -331318 |
Profit Factor | 1.316 | 1.4337 | 1.0705 | 0.993 | 0.9823 | 1.0148 |
Total Trades | 415 | 207 | 208 | 415 | 207 | 208 |
Winning Trades | 174 | 85 | 89 | 174 | 85 | 89 |
Losing Trades | 241 | 122 | 119 | 241 | 122 | 119 |
Profitability (%) | 41.9277 | 41.0628 | 42.7885 | 41.9277 | 41.0628 | 42.7885 |
Ratio Avg Win / Avg Loss | 1.8228 | 2.0577 | 1.4313 | 1.3754 | 1.4099 | 1.3568 |
Largest Winning Trade | 296378 | 296378 | 34979 | 414507 | 414507 | 147232 |
Largest Losing Trade | -50809 | -50809 | -19701 | -167168 | -167168 | -104614 |
Avg Bars in Trades | 22 | 38 | 6 | 22 | 38 | 6 |
Avg Bars in Winners | 28 | 49 | 8 | 28 | 49 | 8 |
Avg Bars in Losers | 18 | 30 | 5 | 18 | 30 | 5 |
Bars Traded | 9328 | 7936 | 1392 | 9328 | 7936 | 1392 |
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 | 320041 | 258541 | -313924 | -579803 | -582058 | -385654 |
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{ "first_band": { "type": "hma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 3.23682 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 181, "offset": 0, "std": 3.23682 } } }
# | 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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