Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522028.7008 | 1432202.9774 | 89825.7234 | 67605580.4871 | 49793538.4882 | 17812041.999 |
Total P&L (%) | 1522.0287 | 1432.203 | 89.8257 | 67605.5805 | 49793.5385 | 17812.042 |
Avg Daily Profit (%) | 0.6735 | 0.6337 | 0.0397 | 0.2888 | 0.2753 | 0.2298 |
Buy And Hold Return (%) | 9418.4264 | 9418.4264 | 9418.4264 | 9418.4264 | 9418.4264 | 9418.4264 |
Max Trade Drawdown | -84360 | -79829 | -139469 | -31618661 | -9790682 | -21827979 |
Profit Factor | 3.4879 | 6.5758 | 1.2531 | 2.0847 | 2.7441 | 1.5274 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 37.7622 | 35.2113 | 40.2778 | 37.7622 | 35.2113 | 40.2778 |
Ratio Avg Win / Avg Loss | 5.7485 | 12.0995 | 1.858 | 3.4359 | 5.0492 | 2.2647 |
Largest Winning Trade | 548904 | 548904 | 60790 | 29038077 | 29038077 | 14617619 |
Largest Losing Trade | -49580 | -14237 | -49580 | -7901890 | -5172282 | -7901890 |
Avg Bars in Trades | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Winners | 62 | 69 | 56 | 62 | 69 | 56 |
Avg Bars in Losers | 9 | 9 | 10 | 9 | 9 | 10 |
Bars Traded | 4244 | 2160 | 2084 | 4244 | 2160 | 2084 |
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 | -151124 | -238214 | -387642 | 311676 | -79934 | -79698 |
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{ "first_band": { "type": "hma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 201, "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) |
---|