Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696323.5405 | 657747.9576 | 38575.5828 | 2312897.9399 | 4782238.0525 | -2469340.1126 |
Total P&L (%) | 696.3235 | 657.748 | 38.5756 | 2312.8979 | 4782.2381 | -2469.3401 |
Avg Daily Profit (%) | 0.3822 | 0.3611 | 0.0212 | 0.1749 | 0.2137 | 0 |
Buy And Hold Return (%) | 638.4737 | 638.4737 | 638.4737 | 638.4737 | 638.4737 | 638.4737 |
Max Trade Drawdown | -109682 | -69029 | -82282 | -5829363 | -2945837 | -3295430 |
Profit Factor | 1.605 | 2.1746 | 1.0653 | 1.1041 | 1.4601 | 0.7911 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 133 | 69 | 64 | 133 | 69 | 64 |
Profitability (%) | 49.2366 | 47.3282 | 51.145 | 49.2366 | 47.3282 | 51.145 |
Ratio Avg Win / Avg Loss | 1.6548 | 2.4201 | 1.0176 | 1.1383 | 1.625 | 0.7557 |
Largest Winning Trade | 142761 | 142761 | 76537 | 2241110 | 2241110 | 1156969 |
Largest Losing Trade | -30515 | -26497 | -30515 | -1422830 | -937591 | -1422830 |
Avg Bars in Trades | 27 | 25 | 29 | 27 | 25 | 29 |
Avg Bars in Winners | 30 | 26 | 34 | 30 | 26 | 34 |
Avg Bars in Losers | 24 | 24 | 23 | 24 | 24 | 23 |
Bars Traded | 7182 | 3308 | 3874 | 7182 | 3308 | 3874 |
Profit Streak | 0 | 17.8761 | 0 | 0 | 17.8761 | 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 | -123604 | -143237 | -478842 | -99387 | 357317 | -580558 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 65, "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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