Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249592.6237 | 73051.3552 | 176541.2684 | 92793.6995 | 21155.2998 | 71638.3997 |
Total P&L (%) | 249.5926 | 73.0514 | 176.5413 | 92.7937 | 21.1553 | 71.6384 |
Avg Daily Profit (%) | 0.1685 | 0.0493 | 0.1192 | 0.0443 | 0.013 | 0.0365 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143040 | -69154 | -104898 | -667043 | -429734 | -405240 |
Profit Factor | 1.4121 | 1.2285 | 1.6173 | 1.0463 | 1.0202 | 1.0749 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 55.4455 | 48 | 62.7451 | 55.4455 | 48 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.1347 | 1.3309 | 0.9603 | 0.8408 | 1.1052 | 0.6382 |
Largest Winning Trade | 68707 | 63266 | 68707 | 226748 | 226748 | 172490 |
Largest Losing Trade | -35957 | -28510 | -35957 | -202200 | -202200 | -192833 |
Avg Bars in Trades | 28 | 19 | 36 | 28 | 19 | 36 |
Avg Bars in Winners | 28 | 14 | 38 | 28 | 14 | 38 |
Avg Bars in Losers | 28 | 24 | 33 | 28 | 24 | 33 |
Bars Traded | 2851 | 985 | 1866 | 2851 | 985 | 1866 |
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 | 337425 | -307969 | -212040 | -303755 | -560536 | -462440 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 40, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 79, "offset": 0 } } }
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# | 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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