Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136803.959 | 1100039.7634 | 36764.1955 | 1793770.5839 | 2589981.3951 | -796210.8112 |
Total P&L (%) | 1136.804 | 1100.0398 | 36.7642 | 1793.7706 | 2589.9814 | -796.2108 |
Avg Daily Profit (%) | 0.6275 | 0.6072 | 0.0203 | 0.1625 | 0.1819 | 0 |
Buy And Hold Return (%) | 499.7567 | 499.7567 | 499.7567 | 499.7567 | 499.7567 | 499.7567 |
Max Trade Drawdown | -148140 | -98872 | -97311 | -3129041 | -2222383 | -2146164 |
Profit Factor | 2.395 | 3.8769 | 1.085 | 1.1312 | 1.4231 | 0.8945 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 42.9688 | 39.0625 | 46.875 | 42.9688 | 39.0625 | 46.875 |
Ratio Avg Win / Avg Loss | 3.1789 | 6.0479 | 1.2297 | 1.5014 | 2.22 | 1.0138 |
Largest Winning Trade | 574234 | 574234 | 75466 | 2246053 | 2246053 | 1369531 |
Largest Losing Trade | -54349 | -54349 | -51901 | -1056208 | -749446 | -1056208 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 83 | 77 | 88 | 83 | 77 | 88 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 7155 | 3280 | 3875 | 7155 | 3280 | 3875 |
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 | 316847 | -130770 | -598952 | -72357 | -135093 | -719506 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 52, "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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