Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2581539.1828 | 2354071.0296 | 227468.1532 | 25718144.4945 | 2061145.124 | 23656999.3705 |
Total P&L (%) | 2581.5392 | 2354.071 | 227.4682 | 25718.1445 | 2061.1451 | 23656.9994 |
Avg Daily Profit (%) | 1.1186 | 1.0201 | 0.0986 | 0.2409 | 0.1333 | 0.2373 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115047 | -106480 | -56252 | -32128781 | -21171376 | -12908462 |
Profit Factor | 5.4733 | 8.1575 | 1.9165 | 1.3673 | 1.0469 | 1.9064 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 46.25 | 42.5 | 50 | 46.25 | 42.5 | 50 |
Ratio Avg Win / Avg Loss | 6.3609 | 11.0367 | 1.9165 | 1.589 | 1.4164 | 1.9064 |
Largest Winning Trade | 1911627 | 1911627 | 79890 | 14178081 | 14178081 | 10716020 |
Largest Losing Trade | -44407 | -27203 | -44407 | -9724694 | -9724694 | -5758358 |
Avg Bars in Trades | 111 | 99 | 122 | 111 | 99 | 122 |
Avg Bars in Winners | 169 | 158 | 179 | 169 | 158 | 179 |
Avg Bars in Losers | 60 | 56 | 66 | 60 | 56 | 66 |
Bars Traded | 8893 | 3992 | 4901 | 8893 | 3992 | 4901 |
Profit Streak | 30.8193 | 0 | 41.3193 | 30.8193 | 0 | 41.3193 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3111 | 683883 | -57166 | -14702 | -186511 | 451949 |
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{ "first_band": { "type": "sma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 130, "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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