Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957062.6752 | 805203.3094 | 151859.3658 | 7848333.505 | 4097103.593 | 3751229.9121 |
Total P&L (%) | 957.0627 | 805.2033 | 151.8594 | 7848.3335 | 4097.1036 | 3751.2299 |
Avg Daily Profit (%) | 0.4148 | 0.349 | 0.0658 | 0.1898 | 0.1621 | 0.1584 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84656 | -101523 | -94532 | -5257189 | -4858794 | -5576243 |
Profit Factor | 2.0378 | 2.7059 | 1.3373 | 1.1888 | 1.1686 | 1.2172 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Profitability (%) | 46.9388 | 47.2973 | 46.5753 | 46.9388 | 47.2973 | 46.5753 |
Ratio Avg Win / Avg Loss | 2.3036 | 3.0151 | 1.534 | 1.3439 | 1.3022 | 1.3962 |
Largest Winning Trade | 181551 | 181551 | 83398 | 3939054 | 3939054 | 2699468 |
Largest Losing Trade | -48355 | -35378 | -48355 | -2637523 | -2637523 | -2329642 |
Avg Bars in Trades | 88 | 78 | 98 | 88 | 78 | 98 |
Avg Bars in Winners | 114 | 94 | 134 | 114 | 94 | 134 |
Avg Bars in Losers | 65 | 63 | 67 | 65 | 63 | 67 |
Bars Traded | 13028 | 5805 | 7223 | 13028 | 5805 | 7223 |
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 | 466034 | -51035 | -176911 | -5699 | -92828 | -66030 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 157, "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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