Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461720.7599 | 360334.5637 | 101386.1962 | 18672.0769 | 25224.5239 | -6552.447 |
Total P&L (%) | 461.7208 | 360.3346 | 101.3862 | 18.6721 | 25.2245 | -6.5524 |
Avg Daily Profit (%) | 0.2548 | 0.1988 | 0.0559 | 0.0094 | 0.0124 | -0.0037 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141795 | -111464 | -66945 | -864019 | -476083 | -500027 |
Profit Factor | 1.975 | 2.5036 | 1.4335 | 1.0083 | 1.028 | 0.9952 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 40.2778 | 38.8889 | 41.6667 | 40.2778 | 38.8889 | 41.6667 |
Ratio Avg Win / Avg Loss | 2.9285 | 3.9342 | 2.0069 | 1.495 | 1.6155 | 1.3932 |
Largest Winning Trade | 475940 | 475940 | 69691 | 503077 | 503077 | 394050 |
Largest Losing Trade | -44638 | -41903 | -44638 | -400584 | -208178 | -400584 |
Avg Bars in Trades | 145 | 111 | 179 | 145 | 111 | 179 |
Avg Bars in Winners | 222 | 140 | 298 | 222 | 140 | 298 |
Avg Bars in Losers | 93 | 93 | 94 | 93 | 93 | 94 |
Bars Traded | 10485 | 4020 | 6465 | 10485 | 4020 | 6465 |
Profit Streak | 19.8469 | 41.5135 | 0 | 19.8469 | 41.5135 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75161 | 309959 | -119449 | -486405 | -372147 | -582354 |
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{ "first_band": { "type": "hma", "factors": { "length": 43, "offset": 245 } }, "second_band": { "type": "ssf", "factors": { "length": 138, "offset": 0, "poles": 3 } } }
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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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