Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1586950.1115 | 1469837.672 | 117112.4394 | 13319284.2314 | 17636202.3971 | -4316918.1656 |
Total P&L (%) | 1586.9501 | 1469.8377 | 117.1124 | 13319.2842 | 17636.2024 | -4316.9182 |
Avg Daily Profit (%) | 0.8722 | 0.8079 | 0.0644 | 0.2696 | 0.285 | 0 |
Buy And Hold Return (%) | 614.0266 | 614.0266 | 614.0266 | 614.0266 | 614.0266 | 614.0266 |
Max Trade Drawdown | -113939 | -71106 | -72193 | -38167216 | -22666068 | -25695746 |
Profit Factor | 3.1381 | 5.501 | 1.2817 | 1.1164 | 1.3462 | 0.932 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 105 | 54 | 51 | 105 | 54 | 51 |
Profitability (%) | 39.6552 | 37.931 | 41.3793 | 39.6552 | 37.931 | 41.3793 |
Ratio Avg Win / Avg Loss | 4.7753 | 9.0017 | 1.8158 | 1.6989 | 2.2028 | 1.3203 |
Largest Winning Trade | 944204 | 944204 | 76235 | 17821699 | 17821699 | 10581031 |
Largest Losing Trade | -31022 | -21940 | -31022 | -12479746 | -4616001 | -12479746 |
Avg Bars in Trades | 123 | 112 | 135 | 123 | 112 | 135 |
Avg Bars in Winners | 218 | 194 | 240 | 218 | 194 | 240 |
Avg Bars in Losers | 61 | 61 | 60 | 61 | 61 | 60 |
Bars Traded | 21526 | 9778 | 11748 | 21526 | 9778 | 11748 |
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 | 454791 | 434030 | -275350 | -85846 | 188148 | -582785 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 64, "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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