Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555249.7405 | 1451138.9118 | 104110.8287 | 90141527.8704 | 65480197.952 | 24661329.9184 |
Total P&L (%) | 1555.2497 | 1451.1389 | 104.1108 | 90141.5279 | 65480.198 | 24661.3299 |
Avg Daily Profit (%) | 0.6879 | 0.6418 | 0.046 | 0.3014 | 0.2873 | 0.2441 |
Buy And Hold Return (%) | 9466.5293 | 9466.5293 | 9466.5293 | 9466.5293 | 9466.5293 | 9466.5293 |
Max Trade Drawdown | -73916 | -74977 | -139469 | -42143000 | -13049532 | -29093468 |
Profit Factor | 3.5848 | 6.7583 | 1.2977 | 2.1131 | 2.7608 | 1.5631 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 91 | 47 | 44 | 91 | 47 | 44 |
Profitability (%) | 37.2414 | 34.7222 | 39.726 | 37.2414 | 34.7222 | 39.726 |
Ratio Avg Win / Avg Loss | 6.0411 | 12.7056 | 1.969 | 3.5609 | 5.1903 | 2.3716 |
Largest Winning Trade | 548904 | 548904 | 60790 | 38703464 | 38703464 | 19483125 |
Largest Losing Trade | -49580 | -13911 | -49580 | -10532052 | -6893887 | -10532052 |
Avg Bars in Trades | 29 | 29 | 28 | 29 | 29 | 28 |
Avg Bars in Winners | 62 | 69 | 56 | 62 | 69 | 56 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 4244 | 2156 | 2088 | 4244 | 2156 | 2088 |
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 | -151113 | -230557 | -371684 | 310424 | -71124 | -67920 |
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{ "first_band": { "type": "hma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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