Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878544.0295 | 822522.1196 | 56021.91 | 1756619.8421 | 233623.3636 | 1522996.4785 |
Total P&L (%) | 878.544 | 822.5221 | 56.0219 | 1756.6198 | 233.6234 | 1522.9965 |
Avg Daily Profit (%) | 0.3723 | 0.3486 | 0.0237 | 0.1239 | 0.0511 | 0.1182 |
Buy And Hold Return (%) | 457.4037 | 457.4037 | 457.4037 | 457.4037 | 457.4037 | 457.4037 |
Max Trade Drawdown | -122682 | -139514 | -87698 | -3525144 | -3955340 | -1722401 |
Profit Factor | 2.6014 | 4.3455 | 1.1851 | 1.1715 | 1.0379 | 1.3739 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 55.5556 | 50 | 61.1111 | 55.5556 | 50 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.0811 | 4.3455 | 0.7541 | 0.9372 | 1.0379 | 0.8743 |
Largest Winning Trade | 419465 | 419465 | 58919 | 2150069 | 2150069 | 1409345 |
Largest Losing Trade | -74036 | -28292 | -74036 | -1038086 | -937486 | -1038086 |
Avg Bars in Trades | 124 | 101 | 147 | 124 | 101 | 147 |
Avg Bars in Winners | 137 | 110 | 159 | 137 | 110 | 159 |
Avg Bars in Losers | 107 | 92 | 128 | 107 | 92 | 128 |
Bars Traded | 8947 | 3654 | 5293 | 8947 | 3654 | 5293 |
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 | -75725 | 301922 | -344126 | -145863 | -469349 | -37324 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 181, "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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