Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75976.3095 | 27269.7603 | 48706.5491 | 49493.869 | 15152.9925 | 34340.8765 |
Total P&L (%) | 75.9763 | 27.2698 | 48.7065 | 49.4939 | 15.153 | 34.3409 |
Avg Daily Profit (%) | 0.2917 | 0.1047 | 0.187 | 0.1545 | 0.0542 | 0.1134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103950 | -30708 | -87211 | -288328 | -94382 | -230348 |
Profit Factor | 1.2874 | 1.2718 | 1.2969 | 1.0736 | 1.0585 | 1.083 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 106 | 49 | 57 | 106 | 49 | 57 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 64.2424 | 59.0361 | 69.5122 | 64.2424 | 59.0361 | 69.5122 |
Ratio Avg Win / Avg Loss | 0.7165 | 0.8825 | 0.5688 | 0.5976 | 0.7345 | 0.475 |
Largest Winning Trade | 13732 | 13732 | 13207 | 29127 | 29127 | 21103 |
Largest Losing Trade | -47658 | -11061 | -47658 | -111894 | -35328 | -111894 |
Avg Bars in Trades | 148 | 98 | 199 | 148 | 98 | 199 |
Avg Bars in Winners | 91 | 61 | 117 | 91 | 61 | 117 |
Avg Bars in Losers | 250 | 152 | 384 | 250 | 152 | 384 |
Bars Traded | 24516 | 8180 | 16336 | 24516 | 8180 | 16336 |
Profit Streak | 4.6972 | 4.6972 | 11.6242 | 4.6972 | 4.6972 | 11.6242 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339999 | -57675 | 107494 | -132679 | -287842 | -176644 |
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{ "first_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 65, "offset": 132 } } }
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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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