Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1109326.8114 | 1119598.5805 | -10271.7691 | 774307.6549 | 1241900.2524 | -467592.5974 |
Total P&L (%) | 1109.3268 | 1119.5986 | -10.2718 | 774.3077 | 1241.9003 | -467.5926 |
Avg Daily Profit (%) | 0.6109 | 0.6165 | -0.0057 | 0.1195 | 0.1431 | 0 |
Buy And Hold Return (%) | 584.713 | 584.713 | 584.713 | 584.713 | 584.713 | 584.713 |
Max Trade Drawdown | -131723 | -85600 | -131457 | -1000279 | -622636 | -735414 |
Profit Factor | 2.8701 | 5.034 | 0.9675 | 1.2318 | 1.818 | 0.7434 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 43.662 | 45.7143 | 41.6667 | 43.662 | 45.7143 | 41.6667 |
Ratio Avg Win / Avg Loss | 3.7034 | 5.9779 | 1.3544 | 1.5894 | 2.1588 | 1.0407 |
Largest Winning Trade | 651723 | 651723 | 79228 | 710209 | 710209 | 276390 |
Largest Losing Trade | -50788 | -40958 | -50788 | -270894 | -270894 | -264905 |
Avg Bars in Trades | 149 | 140 | 158 | 149 | 140 | 158 |
Avg Bars in Winners | 238 | 204 | 275 | 238 | 204 | 275 |
Avg Bars in Losers | 80 | 86 | 74 | 80 | 86 | 74 |
Bars Traded | 10615 | 4920 | 5695 | 10615 | 4920 | 5695 |
Profit Streak | 0 | 105.8245 | 0 | 0 | 105.8245 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84287 | 404722 | -582354 | -190960 | -4933 | -582354 |
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{ "first_band": { "type": "sma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 187, "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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