Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 776663.57 | 739400.407 | 37263.163 | 50554.6946 | 504452.5261 | -453897.8315 |
Total P&L (%) | 776.6636 | 739.4004 | 37.2632 | 50.5547 | 504.4525 | -453.8978 |
Avg Daily Profit (%) | 0.3351 | 0.319 | 0.0161 | 0.0177 | 0.0776 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189054 | -133719 | -271261 | -995566 | -693076 | -624530 |
Profit Factor | 1.374 | 1.7392 | 1.0346 | 1.0075 | 1.1538 | 0.8684 |
Total Trades | 496 | 248 | 248 | 496 | 248 | 248 |
Winning Trades | 175 | 82 | 93 | 175 | 82 | 93 |
Losing Trades | 321 | 166 | 155 | 321 | 166 | 155 |
Profitability (%) | 35.2823 | 33.0645 | 37.5 | 35.2823 | 33.0645 | 37.5 |
Ratio Avg Win / Avg Loss | 2.5203 | 3.5209 | 1.7244 | 1.8481 | 2.3358 | 1.4473 |
Largest Winning Trade | 549526 | 549526 | 58839 | 822881 | 822881 | 148462 |
Largest Losing Trade | -27927 | -23687 | -27927 | -206485 | -169276 | -206485 |
Avg Bars in Trades | 9 | 9 | 8 | 9 | 9 | 8 |
Avg Bars in Winners | 15 | 16 | 15 | 15 | 16 | 15 |
Avg Bars in Losers | 5 | 6 | 5 | 5 | 6 | 5 |
Bars Traded | 4566 | 2371 | 2195 | 4566 | 2371 | 2195 |
Profit Streak | 15.5931 | 0 | 16.5931 | 15.5931 | 0 | 16.5931 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308401 | 244277 | -358440 | -383987 | -144616 | -582379 |
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{ "first_band": { "type": "hma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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