Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435498.7107 | 380318.085 | 55180.6257 | 521748.2435 | 470483.0637 | 51265.1798 |
Total P&L (%) | 435.4987 | 380.3181 | 55.1806 | 521.7482 | 470.4831 | 51.2652 |
Avg Daily Profit (%) | 0.1856 | 0.1621 | 0.0235 | 0.0779 | 0.0742 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67837 | -49456 | -107246 | -284755 | -200560 | -278087 |
Profit Factor | 2.096 | 2.9163 | 1.2775 | 1.3575 | 1.58 | 1.0791 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 54.386 | 51.7241 | 57.1429 | 54.386 | 51.7241 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.758 | 2.7219 | 0.9581 | 1.1386 | 1.4747 | 0.8093 |
Largest Winning Trade | 140139 | 140139 | 62401 | 245825 | 245825 | 170949 |
Largest Losing Trade | -54989 | -49456 | -54989 | -200560 | -200560 | -170784 |
Avg Bars in Trades | 75 | 62 | 88 | 75 | 62 | 88 |
Avg Bars in Winners | 102 | 87 | 116 | 102 | 87 | 116 |
Avg Bars in Losers | 43 | 36 | 50 | 43 | 36 | 50 |
Bars Traded | 4299 | 1822 | 2477 | 4299 | 1822 | 2477 |
Profit Streak | 52.4228 | 52.4228 | 74.4228 | 52.4228 | 52.4228 | 74.4228 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166461 | 489504 | -183731 | -266022 | -91296 | -325298 |
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{ "first_band": { "type": "midprice", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 88, "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) |
---|