Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514131.3678 | 514196.4196 | -65.0518 | -8812.3409 | 784323.0837 | -793135.4247 |
Total P&L (%) | 514.1314 | 514.1964 | -0.0651 | -8.8123 | 784.3231 | -793.1354 |
Avg Daily Profit (%) | 0.2056 | 0.2056 | 0 | -0.0037 | 0.0872 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134645 | -79551 | -125721 | -1077581 | -317939 | -994705 |
Profit Factor | 1.4109 | 1.8491 | 0.9999 | 0.9977 | 1.4819 | 0.6283 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 48.0198 | 46.5347 | 49.505 | 48.0198 | 46.5347 | 49.505 |
Ratio Avg Win / Avg Loss | 1.5273 | 2.1245 | 1.0199 | 1.0799 | 1.7026 | 0.6409 |
Largest Winning Trade | 139978 | 139978 | 55731 | 522876 | 522876 | 106392 |
Largest Losing Trade | -78025 | -49793 | -78025 | -839992 | -217632 | -839992 |
Avg Bars in Trades | 72 | 58 | 86 | 72 | 58 | 86 |
Avg Bars in Winners | 73 | 56 | 90 | 73 | 56 | 90 |
Avg Bars in Losers | 71 | 59 | 83 | 71 | 59 | 83 |
Bars Traded | 14639 | 5869 | 8770 | 14639 | 5869 | 8770 |
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 | 368845 | 358637 | -579588 | -578823 | -75447 | -581255 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 202, "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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