Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226602.6559 | -27797.8288 | 254400.4847 | 122127.9467 | -75471.7326 | 197599.6793 |
Total P&L (%) | 226.6027 | -27.7978 | 254.4005 | 122.1279 | -75.4717 | 197.5997 |
Avg Daily Profit (%) | 0.1477 | -0.0181 | 0.1658 | 0.052 | -0.0916 | 0.0711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82080 | -113559 | -58692 | -200146 | -161348 | -86747 |
Profit Factor | 1.5112 | 0.9141 | 3.1231 | 1.2035 | 0.8203 | 2.0972 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 30 | 20 | 10 | 30 | 20 | 10 |
Profitability (%) | 65.5172 | 54.5455 | 76.7442 | 65.5172 | 54.5455 | 76.7442 |
Ratio Avg Win / Avg Loss | 0.7954 | 0.7617 | 0.9464 | 0.6334 | 0.6836 | 0.6355 |
Largest Winning Trade | 38785 | 38785 | 33283 | 88149 | 88149 | 37627 |
Largest Losing Trade | -60766 | -60766 | -37486 | -129036 | -129036 | -50336 |
Avg Bars in Trades | 201 | 224 | 178 | 201 | 224 | 178 |
Avg Bars in Winners | 158 | 174 | 146 | 158 | 174 | 146 |
Avg Bars in Losers | 284 | 283 | 285 | 284 | 283 | 285 |
Bars Traded | 17538 | 9863 | 7675 | 17538 | 9863 | 7675 |
Profit Streak | 0 | 0 | 260.2182 | 0 | 0 | 260.2182 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 228651 | -580130 | 555589 | -123082 | -580130 | -91872 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 229, "offset": 238 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 229, "offset": 238 } } }
# | 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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