Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270326.9025 | 154251.2238 | 116075.6787 | 260609.5042 | -55630.1281 | 316239.6323 |
Total P&L (%) | 270.3269 | 154.2512 | 116.0757 | 260.6095 | -55.6301 | 316.2396 |
Avg Daily Profit (%) | 0.2595 | 0.1481 | 0.1114 | 0.1232 | -0.078 | 0.137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117653 | -66982 | -67367 | -1068330 | -594063 | -562433 |
Profit Factor | 1.4544 | 1.5391 | 1.376 | 1.0997 | 0.9618 | 1.2731 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 256 | 122 | 134 | 256 | 122 | 134 |
Losing Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Profitability (%) | 74.6356 | 71.345 | 77.907 | 74.6356 | 71.345 | 77.907 |
Ratio Avg Win / Avg Loss | 0.4943 | 0.6182 | 0.3902 | 0.3737 | 0.3863 | 0.361 |
Largest Winning Trade | 28280 | 28280 | 16642 | 143119 | 123858 | 143119 |
Largest Losing Trade | -58285 | -40016 | -58285 | -530250 | -530250 | -500121 |
Avg Bars in Trades | 70 | 70 | 70 | 70 | 70 | 70 |
Avg Bars in Winners | 38 | 31 | 46 | 38 | 31 | 46 |
Avg Bars in Losers | 164 | 170 | 156 | 164 | 170 | 156 |
Bars Traded | 24249 | 12136 | 12113 | 24249 | 12136 | 12113 |
Profit Streak | 18.7784 | 35.4868 | 18.7784 | 18.7784 | 35.4868 | 18.7784 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 509130 | 329603 | -39863 | -134398 | -576135 | -6404 |
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{ "first_band": { "type": "fwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 81, "offset": 250 } } }
# | 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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