Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 833661.9431 | 710678.0031 | 122983.94 | 4575250.0147 | 7826178.6723 | -3250928.6575 |
Total P&L (%) | 833.6619 | 710.678 | 122.9839 | 4575.25 | 7826.1787 | -3250.9287 |
Avg Daily Profit (%) | 0.3603 | 0.3072 | 0.0532 | 0.1663 | 0.1892 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113223 | -75633 | -103944 | -15097965 | -8554954 | -12190313 |
Profit Factor | 1.6194 | 2.0727 | 1.1799 | 1.0483 | 1.1573 | 0.9277 |
Total Trades | 273 | 137 | 136 | 273 | 137 | 136 |
Winning Trades | 146 | 81 | 65 | 146 | 81 | 65 |
Losing Trades | 127 | 56 | 71 | 127 | 56 | 71 |
Profitability (%) | 53.4799 | 59.1241 | 47.7941 | 53.4799 | 59.1241 | 47.7941 |
Ratio Avg Win / Avg Loss | 1.4086 | 1.433 | 1.2889 | 0.9119 | 0.8001 | 1.0133 |
Largest Winning Trade | 85991 | 85991 | 84351 | 5901054 | 5901054 | 4682338 |
Largest Losing Trade | -44311 | -35081 | -44311 | -5200800 | -3803728 | -5200800 |
Avg Bars in Trades | 48 | 40 | 55 | 48 | 40 | 55 |
Avg Bars in Winners | 50 | 35 | 68 | 50 | 35 | 68 |
Avg Bars in Losers | 45 | 48 | 43 | 45 | 48 | 43 |
Bars Traded | 13144 | 5588 | 7556 | 13144 | 5588 | 7556 |
Profit Streak | 0 | 0 | 16.7862 | 0 | 0 | 16.7862 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476702 | 459893 | -145003 | -159431 | -40257 | -579590 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 145, "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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