Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 88925.7743 | -64905.2876 | 153831.0619 | -36664.8615 | -104638.6344 | 67973.7729 |
Total P&L (%) | 88.9258 | -64.9053 | 153.8311 | -36.6649 | -104.6386 | 67.9738 |
Avg Daily Profit (%) | 0.0853 | -0.0622 | 0.1475 | -0.0438 | 0 | 0.0498 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133351 | -162385 | -62298 | -169529 | -181357 | -82080 |
Profit Factor | 1.1353 | 0.836 | 1.588 | 0.9466 | 0.7429 | 1.2436 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 165 | 77 | 88 | 165 | 77 | 88 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 73.991 | 68.75 | 79.2793 | 73.991 | 68.75 | 79.2793 |
Ratio Avg Win / Avg Loss | 0.3991 | 0.38 | 0.415 | 0.3327 | 0.3377 | 0.325 |
Largest Winning Trade | 19976 | 16400 | 19976 | 22256 | 22256 | 20016 |
Largest Losing Trade | -52977 | -38191 | -52977 | -78539 | -51861 | -78539 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 8 | 6 | 11 | 8 | 6 | 11 |
Avg Bars in Losers | 42 | 39 | 46 | 42 | 39 | 46 |
Bars Traded | 3927 | 1853 | 2073 | 3927 | 1853 | 2073 |
Profit Streak | 6.9513 | 6.9513 | 77.4513 | 6.9513 | 6.9513 | 77.4513 |
Trades During Streak | 4 | 2 | 15 | 4 | 2 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146301 | -577171 | 355788 | -574600 | -577171 | -122722 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 193, "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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