Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 618070.6213 | 521060.7735 | 97009.8477 | 1370655.717 | 991676.2848 | 378979.4322 |
Total P&L (%) | 618.0706 | 521.0608 | 97.0098 | 1370.6557 | 991.6763 | 378.9794 |
Avg Daily Profit (%) | 0.3594 | 0.303 | 0.0564 | 0.1565 | 0.1391 | 0.0911 |
Buy And Hold Return (%) | 31.4677 | 31.4677 | 31.4677 | 31.4677 | 31.4677 | 31.4677 |
Max Trade Drawdown | -145462 | -101152 | -73110 | -592948 | -466077 | -180012 |
Profit Factor | 2.3063 | 2.8742 | 1.4972 | 1.5568 | 1.6674 | 1.3883 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 80 | 45 | 35 | 80 | 45 | 35 |
Profitability (%) | 32.2034 | 23.7288 | 40.678 | 32.2034 | 23.7288 | 40.678 |
Ratio Avg Win / Avg Loss | 4.8553 | 9.2384 | 2.1834 | 3.2774 | 5.3595 | 2.0246 |
Largest Winning Trade | 308866 | 308866 | 63215 | 594230 | 594230 | 246656 |
Largest Losing Trade | -28383 | -24705 | -28383 | -141035 | -141035 | -93418 |
Avg Bars in Trades | 27 | 28 | 26 | 27 | 28 | 26 |
Avg Bars in Winners | 61 | 76 | 53 | 61 | 76 | 53 |
Avg Bars in Losers | 10 | 13 | 7 | 10 | 13 | 7 |
Bars Traded | 3225 | 1670 | 1555 | 3225 | 1670 | 1555 |
Profit Streak | 59.0844 | 59.0844 | 60.5844 | 59.0844 | 59.0844 | 60.5844 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303833 | -197131 | -297966 | 182795 | -215291 | -249293 |
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{ "first_band": { "type": "hma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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