Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1309858.5843 | 1219169.1207 | 90689.4635 | 49977890.9641 | 54222030.4983 | -4244139.5342 |
Total P&L (%) | 1309.8586 | 1219.1691 | 90.6895 | 49977.891 | 54222.0305 | -4244.1395 |
Avg Daily Profit (%) | 0.7067 | 0.6578 | 0.0489 | 0.336 | 0.3404 | 0 |
Buy And Hold Return (%) | 4683.6044 | 4683.6044 | 4683.6044 | 4683.6044 | 4683.6044 | 4683.6044 |
Max Trade Drawdown | -76047 | -77472 | -74627 | -27757263 | -14975243 | -21495920 |
Profit Factor | 2.9408 | 4.5976 | 1.2699 | 1.4773 | 2.0018 | 0.9161 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Profitability (%) | 43.0303 | 42.6829 | 43.3735 | 43.0303 | 42.6829 | 43.3735 |
Ratio Avg Win / Avg Loss | 3.8935 | 6.174 | 1.6579 | 1.9559 | 2.6881 | 1.196 |
Largest Winning Trade | 397998 | 397998 | 67116 | 20186651 | 20186651 | 11287468 |
Largest Losing Trade | -25078 | -23841 | -25078 | -8937651 | -8937651 | -5923940 |
Avg Bars in Trades | 131 | 133 | 130 | 131 | 133 | 130 |
Avg Bars in Winners | 222 | 220 | 223 | 222 | 220 | 223 |
Avg Bars in Losers | 63 | 68 | 58 | 63 | 68 | 58 |
Bars Traded | 21756 | 10937 | 10818 | 21756 | 10937 | 10818 |
Profit Streak | 0 | 86.9204 | 0 | 0 | 86.9204 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149639 | -152670 | -295240 | 346756 | 241129 | -582020 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 73, "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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