Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393406.984 | 1329006.0065 | 64400.9774 | 2212401.7258 | 943138.4488 | 1269263.277 |
Total P&L (%) | 1393.407 | 1329.006 | 64.401 | 2212.4017 | 943.1384 | 1269.2633 |
Avg Daily Profit (%) | 0.557 | 0.5312 | 0.0257 | 0.1256 | 0.0938 | 0.1047 |
Buy And Hold Return (%) | 406.0127 | 406.0127 | 406.0127 | 406.0127 | 406.0127 | 406.0127 |
Max Trade Drawdown | -137697 | -62685 | -107200 | -12622974 | -6377621 | -8801622 |
Profit Factor | 3.9814 | 7.0955 | 1.2583 | 1.1058 | 1.0984 | 1.112 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 36.8421 | 31.0345 | 42.8571 | 36.8421 | 31.0345 | 42.8571 |
Ratio Avg Win / Avg Loss | 6.8252 | 15.7677 | 1.6777 | 1.8956 | 2.441 | 1.4826 |
Largest Winning Trade | 965441 | 965441 | 56136 | 5326666 | 3637269 | 5326666 |
Largest Losing Trade | -53495 | -34508 | -53495 | -4395446 | -2631959 | -4395446 |
Avg Bars in Trades | 128 | 116 | 139 | 128 | 116 | 139 |
Avg Bars in Winners | 237 | 227 | 245 | 237 | 227 | 245 |
Avg Bars in Losers | 64 | 66 | 60 | 64 | 66 | 60 |
Bars Traded | 7302 | 3385 | 3917 | 7302 | 3385 | 3917 |
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 | -169484 | 327545 | -347153 | -313875 | -190649 | -177036 |
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{ "first_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 94, "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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