Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2191655.4141 | 2111054.5823 | 80600.8318 | 2239303.9127 | 5254426.9792 | -3015123.0665 |
Total P&L (%) | 2191.6554 | 2111.0546 | 80.6008 | 2239.3039 | 5254.427 | -3015.1231 |
Avg Daily Profit (%) | 0.9488 | 0.9139 | 0.0349 | 0.1366 | 0.1725 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110160 | -96138 | -104121 | -7222263 | -4957519 | -5019247 |
Profit Factor | 4.2833 | 7.3104 | 1.2421 | 1.0851 | 1.4088 | 0.7762 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 32.5301 | 23.8095 | 41.4634 | 32.5301 | 23.8095 | 41.4634 |
Ratio Avg Win / Avg Loss | 8.8839 | 23.3934 | 1.7535 | 2.2505 | 4.5081 | 1.0959 |
Largest Winning Trade | 1848922 | 1848922 | 82337 | 4456573 | 4456573 | 2067284 |
Largest Losing Trade | -38120 | -38120 | -34306 | -1679288 | -1679288 | -1678153 |
Avg Bars in Trades | 76 | 58 | 95 | 76 | 58 | 95 |
Avg Bars in Winners | 180 | 172 | 185 | 180 | 172 | 185 |
Avg Bars in Losers | 26 | 23 | 31 | 26 | 23 | 31 |
Bars Traded | 6380 | 2462 | 3918 | 6380 | 2462 | 3918 |
Profit Streak | 0 | 0 | 48.2523 | 0 | 0 | 48.2523 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449751 | -13225 | -148165 | -144238 | -25356 | -581833 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 34, "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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