Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503303.164 | 455099.9867 | 48203.1772 | 911804.4841 | 689226.9157 | 222577.5684 |
Total P&L (%) | 503.3032 | 455.1 | 48.2032 | 911.8045 | 689.2269 | 222.5776 |
Avg Daily Profit (%) | 0.3564 | 0.3223 | 0.0341 | 0.164 | 0.1464 | 0.083 |
Buy And Hold Return (%) | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 | 58.4217 |
Max Trade Drawdown | -96657 | -56322 | -110281 | -807954 | -449444 | -540816 |
Profit Factor | 2.1779 | 3.1865 | 1.22 | 1.414 | 1.5409 | 1.2398 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 41.5385 | 45.4545 | 37.5 | 41.5385 | 45.4545 | 37.5 |
Ratio Avg Win / Avg Loss | 3.0652 | 3.8238 | 2.0333 | 1.9901 | 1.8491 | 2.0663 |
Largest Winning Trade | 181255 | 181255 | 66502 | 409754 | 409754 | 369634 |
Largest Losing Trade | -41849 | -41849 | -40296 | -422877 | -422877 | -136188 |
Avg Bars in Trades | 81 | 69 | 93 | 81 | 69 | 93 |
Avg Bars in Winners | 109 | 84 | 142 | 109 | 84 | 142 |
Avg Bars in Losers | 61 | 57 | 63 | 61 | 57 | 63 |
Bars Traded | 5287 | 2302 | 2985 | 5287 | 2302 | 2985 |
Profit Streak | 0 | 0 | 584.3952 | 0 | 0 | 584.3952 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126049 | 466698 | -315920 | -129946 | 133435 | -87291 |
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{ "first_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 104, "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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