Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280334.0073 | 170067.6756 | 110266.3317 | 189224.407 | 151723.0449 | 37501.3621 |
Total P&L (%) | 280.334 | 170.0677 | 110.2663 | 189.2244 | 151.723 | 37.5014 |
Avg Daily Profit (%) | 0.149 | 0.0904 | 0.0586 | 0.0565 | 0.0491 | 0.0169 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128696 | -62483 | -108246 | -142151 | -89040 | -136969 |
Profit Factor | 1.4473 | 1.6044 | 1.3193 | 1.2243 | 1.3928 | 1.082 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 56.7164 | 55.2239 | 58.209 | 56.7164 | 55.2239 | 58.209 |
Ratio Avg Win / Avg Loss | 1.1045 | 1.3009 | 0.9472 | 0.9343 | 1.1293 | 0.7768 |
Largest Winning Trade | 66491 | 66491 | 35936 | 129315 | 129315 | 56052 |
Largest Losing Trade | -48137 | -26593 | -48137 | -86064 | -74046 | -86064 |
Avg Bars in Trades | 53 | 34 | 72 | 53 | 34 | 72 |
Avg Bars in Winners | 56 | 25 | 86 | 56 | 25 | 86 |
Avg Bars in Losers | 48 | 45 | 52 | 48 | 45 | 52 |
Bars Traded | 7132 | 2301 | 4831 | 7132 | 2301 | 4831 |
Profit Streak | 49.4007 | 60.4007 | 49.4007 | 49.4007 | 60.4007 | 49.4007 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327848 | -185773 | -231162 | -117333 | -242145 | -419720 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 208, "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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