Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395565.2134 | 377742.4647 | 17822.7487 | 7007.7739 | 836956.2234 | -829948.4494 |
Total P&L (%) | 395.5652 | 377.7425 | 17.8227 | 7.0078 | 836.9562 | -829.9484 |
Avg Daily Profit (%) | 0.2181 | 0.2083 | 0.0098 | 0.0037 | 0.1235 | 0 |
Buy And Hold Return (%) | 100.3758 | 100.3758 | 100.3758 | 100.3758 | 100.3758 | 100.3758 |
Max Trade Drawdown | -160362 | -96910 | -129928 | -1273963 | -499838 | -1064290 |
Profit Factor | 1.6933 | 2.4456 | 1.0576 | 1.0023 | 1.6379 | 0.5343 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 49.1525 | 48.2759 | 50 | 49.1525 | 48.2759 | 50 |
Ratio Avg Win / Avg Loss | 1.7517 | 2.6203 | 1.0576 | 1.0368 | 1.7549 | 0.5343 |
Largest Winning Trade | 180523 | 180523 | 46973 | 723166 | 723166 | 163807 |
Largest Losing Trade | -78102 | -29001 | -78102 | -831777 | -315995 | -831777 |
Avg Bars in Trades | 58 | 47 | 67 | 58 | 47 | 67 |
Avg Bars in Winners | 52 | 32 | 71 | 52 | 32 | 71 |
Avg Bars in Losers | 63 | 62 | 64 | 63 | 62 | 64 |
Bars Traded | 3424 | 1388 | 2035 | 3424 | 1388 | 2035 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171119 | 330979 | -502659 | -751469 | -25408 | -580825 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 150, "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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