Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025911.8838 | 972256.6196 | 53655.2642 | 24707622.8014 | 35307403.2368 | -10599780.4354 |
Total P&L (%) | 1025.9119 | 972.2566 | 53.6553 | 24707.6228 | 35307.4032 | -10599.7804 |
Avg Daily Profit (%) | 0.551 | 0.5222 | 0.0288 | 0.2966 | 0.3157 | 0 |
Buy And Hold Return (%) | 7929.5465 | 7929.5465 | 7929.5465 | 7929.5465 | 7929.5465 | 7929.5465 |
Max Trade Drawdown | -81383 | -72247 | -130872 | -11055386 | -9858702 | -17090036 |
Profit Factor | 1.8895 | 2.6802 | 1.0934 | 1.2308 | 1.6684 | 0.8045 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Losing Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Profitability (%) | 42.4157 | 42.6966 | 42.1348 | 42.4157 | 42.6966 | 42.1348 |
Ratio Avg Win / Avg Loss | 2.5652 | 3.5971 | 1.5015 | 1.6709 | 2.2391 | 1.1049 |
Largest Winning Trade | 142880 | 142880 | 56102 | 13461060 | 13461060 | 4620314 |
Largest Losing Trade | -25176 | -25176 | -23682 | -6750352 | -6750352 | -2603635 |
Avg Bars in Trades | 62 | 62 | 61 | 62 | 62 | 61 |
Avg Bars in Winners | 96 | 98 | 94 | 96 | 98 | 94 |
Avg Bars in Losers | 36 | 36 | 37 | 36 | 36 | 37 |
Bars Traded | 22087 | 11154 | 10933 | 22087 | 11154 | 10933 |
Profit Streak | 0 | 11.1508 | 0 | 0 | 11.1508 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152241 | -151698 | -439565 | 199400 | 307519 | -581793 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 53, "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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