Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125328.7871 | 53681.8302 | 71646.9569 | 91065.7038 | 38387.7269 | 52677.9769 |
Total P&L (%) | 125.3288 | 53.6818 | 71.647 | 91.0657 | 38.3877 | 52.678 |
Avg Daily Profit (%) | 0.2406 | 0.1031 | 0.1376 | 0.1244 | 0.0624 | 0.0813 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92239 | -38325 | -69772 | -367557 | -190295 | -244058 |
Profit Factor | 1.2555 | 1.2306 | 1.2781 | 1.0619 | 1.0503 | 1.0745 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 99 | 51 | 48 | 99 | 51 | 48 |
Losing Trades | 90 | 44 | 46 | 90 | 44 | 46 |
Profitability (%) | 52.381 | 53.6842 | 51.0638 | 52.381 | 53.6842 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.1414 | 1.0617 | 1.2248 | 0.9654 | 0.9062 | 1.0297 |
Largest Winning Trade | 30698 | 30698 | 28622 | 109695 | 109695 | 63325 |
Largest Losing Trade | -18307 | -18307 | -18101 | -80391 | -80391 | -42965 |
Avg Bars in Trades | 129 | 119 | 139 | 129 | 119 | 139 |
Avg Bars in Winners | 163 | 145 | 182 | 163 | 145 | 182 |
Avg Bars in Losers | 91 | 88 | 94 | 91 | 88 | 94 |
Bars Traded | 24457 | 11347 | 13110 | 24457 | 11347 | 13110 |
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 | 306358 | -57199 | -10173 | -180277 | -279204 | -224911 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 180, "offset": 0 } } }
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# | 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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