Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108014.4255 | 889163.1153 | 218851.3102 | 37733963.6088 | 16077347.3835 | 21656616.2253 |
Total P&L (%) | 1108.0144 | 889.1631 | 218.8513 | 37733.9636 | 16077.3474 | 21656.6162 |
Avg Daily Profit (%) | 0.4428 | 0.3553 | 0.0875 | 0.2375 | 0.2035 | 0.2153 |
Buy And Hold Return (%) | 334.9707 | 334.9707 | 334.9707 | 334.9707 | 334.9707 | 334.9707 |
Max Trade Drawdown | -80527 | -52962 | -82685 | -21939907 | -18526477 | -22777422 |
Profit Factor | 2.9251 | 4.6745 | 1.6561 | 1.4032 | 1.3441 | 1.462 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 61.1111 | 62.963 | 59.2593 | 61.1111 | 62.963 | 59.2593 |
Ratio Avg Win / Avg Loss | 1.8614 | 2.7497 | 1.1385 | 0.8929 | 0.7907 | 1.0052 |
Largest Winning Trade | 363215 | 363215 | 59838 | 16916071 | 16916071 | 8404306 |
Largest Losing Trade | -52962 | -52962 | -45195 | -12956664 | -12276152 | -12956664 |
Avg Bars in Trades | 44 | 37 | 52 | 44 | 37 | 52 |
Avg Bars in Winners | 46 | 33 | 61 | 46 | 33 | 61 |
Avg Bars in Losers | 41 | 43 | 39 | 41 | 43 | 39 |
Bars Traded | 4836 | 2003 | 2833 | 4836 | 2003 | 2833 |
Profit Streak | 14.2354 | 0 | 83.2354 | 14.2354 | 0 | 83.2354 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546555 | -164871 | -417398 | 350184 | -171620 | -168201 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "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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