Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175105.6728 | 184541.8181 | -9436.1453 | -27063.3264 | 237971.0523 | -265034.3787 |
Total P&L (%) | 175.1057 | 184.5418 | -9.4361 | -27.0633 | 237.9711 | -265.0344 |
Avg Daily Profit (%) | 0.1436 | 0.1513 | -0.0077 | -0.0259 | 0.0999 | 0 |
Buy And Hold Return (%) | 37.5373 | 37.5373 | 37.5373 | 37.5373 | 37.5373 | 37.5373 |
Max Trade Drawdown | -141260 | -86228 | -145287 | -400176 | -164215 | -336942 |
Profit Factor | 1.303 | 1.7361 | 0.9712 | 0.9716 | 1.7354 | 0.5782 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 58.427 | 56.8182 | 60 | 58.427 | 56.8182 | 60 |
Ratio Avg Win / Avg Loss | 0.9271 | 1.3195 | 0.6474 | 0.6913 | 1.3189 | 0.3855 |
Largest Winning Trade | 82931 | 82931 | 32562 | 106593 | 106593 | 51296 |
Largest Losing Trade | -59254 | -46305 | -59254 | -153834 | -153834 | -134815 |
Avg Bars in Trades | 79 | 92 | 66 | 79 | 92 | 66 |
Avg Bars in Winners | 75 | 79 | 71 | 75 | 79 | 71 |
Avg Bars in Losers | 85 | 109 | 59 | 85 | 109 | 59 |
Bars Traded | 7067 | 4072 | 2995 | 7067 | 4072 | 2995 |
Profit Streak | 49.1179 | 49.1179 | 49.9513 | 49.1179 | 49.1179 | 49.9513 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1804 | 341371 | -578424 | -578031 | -56349 | -578424 |
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{ "first_band": { "type": "hma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "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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