Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436769.2325 | 286313.9181 | 150455.3144 | -17224.8015 | 208632.7544 | -225857.5558 |
Total P&L (%) | 436.7692 | 286.3139 | 150.4553 | -17.2248 | 208.6328 | -225.8576 |
Avg Daily Profit (%) | 0.2289 | 0.1501 | 0.0789 | -0.0099 | 0.0591 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167605 | -76877 | -144623 | -935566 | -419379 | -673585 |
Profit Factor | 1.476 | 1.7363 | 1.2846 | 0.994 | 1.1731 | 0.8633 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 65.0685 | 65.7534 | 64.3836 | 65.0685 | 65.7534 | 64.3836 |
Ratio Avg Win / Avg Loss | 0.7924 | 0.9043 | 0.7106 | 0.5336 | 0.611 | 0.4775 |
Largest Winning Trade | 59137 | 59137 | 33692 | 171260 | 171260 | 127215 |
Largest Losing Trade | -81416 | -45479 | -81416 | -398843 | -173947 | -398843 |
Avg Bars in Trades | 25 | 21 | 28 | 25 | 21 | 28 |
Avg Bars in Winners | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Losers | 33 | 30 | 36 | 33 | 30 | 36 |
Bars Traded | 3650 | 1558 | 2092 | 3650 | 1558 | 2092 |
Profit Streak | 64.5178 | 110.5178 | 64.5178 | 64.5178 | 110.5178 | 64.5178 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413071 | -60225 | -157909 | -576664 | -213794 | -649343 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 103, "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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