Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508254.1869 | 476652.3989 | 31601.788 | -65651.2442 | 245983.3398 | -311634.584 |
Total P&L (%) | 508.2542 | 476.6524 | 31.6018 | -65.6512 | 245.9833 | -311.6346 |
Avg Daily Profit (%) | 0.269 | 0.2522 | 0.0167 | -0.0565 | 0.0657 | 0 |
Buy And Hold Return (%) | 19.1221 | 19.1221 | 19.1221 | 19.1221 | 19.1221 | 19.1221 |
Max Trade Drawdown | -144768 | -97390 | -103198 | -487631 | -154687 | -418745 |
Profit Factor | 1.4529 | 1.8414 | 1.0569 | 0.9403 | 1.6804 | 0.5777 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 95 | 40 | 55 | 95 | 40 | 55 |
Losing Trades | 131 | 73 | 58 | 131 | 73 | 58 |
Profitability (%) | 42.0354 | 35.3982 | 48.6726 | 42.0354 | 35.3982 | 48.6726 |
Ratio Avg Win / Avg Loss | 2.0035 | 3.3606 | 1.1145 | 1.2966 | 3.0668 | 0.6092 |
Largest Winning Trade | 319252 | 319252 | 42228 | 213229 | 213229 | 97938 |
Largest Losing Trade | -94422 | -29992 | -94422 | -412067 | -57138 | -412067 |
Avg Bars in Trades | 32 | 32 | 33 | 32 | 32 | 33 |
Avg Bars in Winners | 50 | 56 | 46 | 50 | 56 | 46 |
Avg Bars in Losers | 19 | 18 | 20 | 19 | 18 | 20 |
Bars Traded | 7412 | 3641 | 3771 | 7412 | 3641 | 3771 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318313 | 202663 | -338451 | -581025 | -107950 | -581547 |
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{ "first_band": { "type": "sma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 38, "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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