Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192755.6056 | 185879.4181 | 6876.1875 | -203116.5852 | -36079.6057 | -167036.9795 |
Total P&L (%) | 192.7556 | 185.8794 | 6.8762 | -203.1166 | -36.0796 | -167.037 |
Avg Daily Profit (%) | 0.1872 | 0.1806 | 0.0067 | 0 | -0.0435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220337 | -161785 | -90433 | -415826 | -177098 | -254213 |
Profit Factor | 1.2184 | 1.4279 | 1.0153 | 0.8145 | 0.9283 | 0.7177 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 69 | 31 | 38 | 68 | 38 | 30 |
Losing Trades | 69 | 38 | 31 | 70 | 31 | 39 |
Profitability (%) | 50 | 44.9275 | 55.0725 | 49.2754 | 55.0725 | 43.4783 |
Ratio Avg Win / Avg Loss | 1.2184 | 1.7504 | 0.8283 | 0.8385 | 0.7573 | 0.933 |
Largest Winning Trade | 148107 | 148107 | 33558 | 113598 | 54821 | 113598 |
Largest Losing Trade | -143617 | -36650 | -143617 | -143617 | -69432 | -143617 |
Avg Bars in Trades | 86 | 94 | 78 | 86 | 94 | 78 |
Avg Bars in Winners | 83 | 93 | 76 | 89 | 96 | 79 |
Avg Bars in Losers | 89 | 96 | 81 | 84 | 93 | 77 |
Bars Traded | 11957 | 6541 | 5416 | 11957 | 6541 | 5416 |
Profit Streak | 13.9041 | 13.9041 | 48.6541 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307409 | -93901 | -655027 | -580694 | -681800 | -685272 |
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{ "first_band": { "type": "hma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 84, "offset": 0, "poles": 2 } } }
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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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