Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807920.3737 | 703595.5106 | 104324.8631 | 9244782.4551 | 10094756.7914 | -849974.3363 |
Total P&L (%) | 807.9204 | 703.5955 | 104.3249 | 9244.7825 | 10094.7568 | -849.9743 |
Avg Daily Profit (%) | 0.444 | 0.3866 | 0.0573 | 0.2497 | 0.2544 | 0 |
Buy And Hold Return (%) | 646.9586 | 646.9586 | 646.9586 | 646.9586 | 646.9586 | 646.9586 |
Max Trade Drawdown | -69847 | -49810 | -73526 | -11659282 | -8153627 | -7995022 |
Profit Factor | 1.7307 | 2.2456 | 1.1929 | 1.1493 | 1.303 | 0.9703 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 167 | 87 | 80 | 167 | 87 | 80 |
Losing Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Profitability (%) | 56.0403 | 58.3893 | 53.6913 | 56.0403 | 58.3893 | 53.6913 |
Ratio Avg Win / Avg Loss | 1.3576 | 1.6003 | 1.0289 | 0.9016 | 0.9286 | 0.8369 |
Largest Winning Trade | 140618 | 140618 | 77311 | 4798030 | 4798030 | 4609845 |
Largest Losing Trade | -27792 | -26576 | -27792 | -3317795 | -3317795 | -2737813 |
Avg Bars in Trades | 72 | 66 | 78 | 72 | 66 | 78 |
Avg Bars in Winners | 73 | 58 | 90 | 73 | 58 | 90 |
Avg Bars in Losers | 70 | 77 | 64 | 70 | 77 | 64 |
Bars Traded | 21532 | 9887 | 11645 | 21532 | 9887 | 11645 |
Profit Streak | 0 | 16.8679 | 0 | 0 | 16.8679 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73740 | -123135 | -290171 | -47123 | 303772 | -580459 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 206, "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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