Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292881.2142 | 82756.8141 | 210124.4001 | -76912.2281 | -148790.9805 | 71878.7524 |
Total P&L (%) | 292.8812 | 82.7568 | 210.1244 | -76.9122 | -148.791 | 71.8788 |
Avg Daily Profit (%) | 0.1756 | 0.0496 | 0.126 | -0.0878 | 0 | 0.0325 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187657 | -109582 | -141611 | -402758 | -311313 | -310343 |
Profit Factor | 1.5345 | 1.2776 | 1.8409 | 0.9071 | 0.6736 | 1.1932 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 70.3297 | 63.0435 | 77.7778 | 70.3297 | 63.0435 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.6474 | 0.7489 | 0.526 | 0.3827 | 0.3948 | 0.3409 |
Largest Winning Trade | 53488 | 53488 | 46902 | 103436 | 53488 | 103436 |
Largest Losing Trade | -95472 | -60018 | -95472 | -242946 | -242946 | -239689 |
Avg Bars in Trades | 33 | 23 | 42 | 33 | 23 | 42 |
Avg Bars in Winners | 29 | 13 | 43 | 29 | 13 | 43 |
Avg Bars in Losers | 41 | 42 | 41 | 41 | 42 | 41 |
Bars Traded | 3030 | 1096 | 1933 | 3030 | 1096 | 1933 |
Profit Streak | 110.277 | 110.277 | 299.777 | 110.277 | 110.277 | 299.777 |
Trades During Streak | 12 | 6 | 9 | 12 | 6 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434755 | -124866 | -18984 | -575963 | -577271 | -154048 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 167, "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) |
---|