Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337817.4344 | 319731.8902 | 18085.5441 | 22878.3981 | 3755.8013 | 19122.5967 |
Total P&L (%) | 337.8174 | 319.7319 | 18.0855 | 22.8784 | 3.7558 | 19.1226 |
Avg Daily Profit (%) | 0.1708 | 0.1617 | 0.0091 | 0.0104 | 0.0019 | 0.0088 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221819 | -68351 | -258831 | -167096 | -45527 | -157638 |
Profit Factor | 1.5516 | 2.2463 | 1.0508 | 1.0636 | 1.0247 | 1.092 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 54.6667 | 57.8947 | 51.3514 | 54.6667 | 57.8947 | 51.3514 |
Ratio Avg Win / Avg Loss | 1.2867 | 1.6336 | 0.9955 | 0.882 | 0.7453 | 1.0346 |
Largest Winning Trade | 95112 | 95112 | 74332 | 72779 | 26003 | 72779 |
Largest Losing Trade | -64367 | -56792 | -64367 | -75194 | -39384 | -75194 |
Avg Bars in Trades | 50 | 36 | 65 | 50 | 36 | 65 |
Avg Bars in Winners | 54 | 35 | 76 | 54 | 35 | 76 |
Avg Bars in Losers | 46 | 38 | 52 | 46 | 38 | 52 |
Bars Traded | 3802 | 1391 | 2412 | 3802 | 1391 | 2412 |
Profit Streak | 0 | 0 | 570.0892 | 0 | 0 | 570.0892 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51401 | 453797 | -354313 | -396484 | -550040 | -307004 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 76, "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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