Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372244.2242 | 348691.7678 | 23552.4564 | 177491.8382 | 290165.9532 | -112674.1149 |
Total P&L (%) | 372.2442 | 348.6918 | 23.5525 | 177.4918 | 290.166 | -112.6741 |
Avg Daily Profit (%) | 0.2636 | 0.2469 | 0.0167 | 0.0723 | 0.0965 | 0 |
Buy And Hold Return (%) | 29.0139 | 29.0139 | 29.0139 | 29.0139 | 29.0139 | 29.0139 |
Max Trade Drawdown | -94392 | -97364 | -62104 | -259017 | -232767 | -192016 |
Profit Factor | 1.5064 | 1.8654 | 1.0709 | 1.1143 | 1.3451 | 0.8418 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 43.2258 | 39.7436 | 46.7532 | 43.2258 | 39.7436 | 46.7532 |
Ratio Avg Win / Avg Loss | 1.9785 | 2.8282 | 1.2196 | 1.4635 | 2.0393 | 0.9587 |
Largest Winning Trade | 201776 | 201776 | 53447 | 177520 | 177520 | 69063 |
Largest Losing Trade | -39844 | -39844 | -23195 | -118893 | -118893 | -72289 |
Avg Bars in Trades | 27 | 25 | 28 | 27 | 25 | 28 |
Avg Bars in Winners | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 4188 | 2000 | 2188 | 4188 | 2000 | 2188 |
Profit Streak | 0 | 0 | 494.38 | 0 | 0 | 494.38 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326761 | -26606 | -521237 | -193347 | -100887 | -623136 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 37, "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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