Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197442.4718 | 285279.4209 | -87836.9491 | -92057.8713 | 60544.8039 | -152602.6753 |
Total P&L (%) | 197.4425 | 285.2794 | -87.8369 | -92.0579 | 60.5448 | -152.6027 |
Avg Daily Profit (%) | 0.106 | 0.1531 | -0.0471 | -0.1359 | 0.0254 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183956 | -145810 | -173800 | -142759 | -68801 | -150885 |
Profit Factor | 1.1353 | 1.4272 | 0.889 | 0.866 | 1.2206 | 0.6303 |
Total Trades | 237 | 119 | 118 | 237 | 119 | 118 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 48.9451 | 47.8992 | 50 | 48.9451 | 47.8992 | 50 |
Ratio Avg Win / Avg Loss | 1.1842 | 1.5523 | 0.889 | 0.9034 | 1.3277 | 0.6303 |
Largest Winning Trade | 167820 | 167820 | 60359 | 40659 | 40659 | 32201 |
Largest Losing Trade | -65842 | -38245 | -65842 | -53819 | -27552 | -53819 |
Avg Bars in Trades | 45 | 39 | 52 | 45 | 39 | 52 |
Avg Bars in Winners | 49 | 38 | 58 | 49 | 38 | 58 |
Avg Bars in Losers | 42 | 39 | 45 | 42 | 39 | 45 |
Bars Traded | 10819 | 4647 | 6172 | 10819 | 4647 | 6172 |
Profit Streak | 15.3404 | 15.3404 | 52.6738 | 15.3404 | 15.3404 | 52.6738 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121280 | 313951 | -580032 | -578876 | -160424 | -580032 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 116, "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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