Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370190.0781 | 469796.0123 | -99605.9342 | -42235900.5753 | 6667291.8816 | -48903192.457 |
Total P&L (%) | 370.1901 | 469.796 | -99.6059 | -42235.9006 | 6667.2919 | -48903.1925 |
Avg Daily Profit (%) | 0.148 | 0.1878 | -0.0398 | 0 | 0.1687 | 0 |
Buy And Hold Return (%) | 738.5105 | 738.5105 | 738.5105 | 738.5105 | 738.5105 | 738.5105 |
Max Trade Drawdown | -345243 | -81582 | -337939 | -55801895 | -4890117 | -53286886 |
Profit Factor | 1.6689 | 5.2519 | 0.7751 | 0.3348 | 1.9041 | 0.1285 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 59 | 31 | 28 | 56 | 30 | 26 |
Losing Trades | 12 | 5 | 7 | 15 | 6 | 9 |
Profitability (%) | 83.0986 | 86.1111 | 80 | 78.8732 | 83.3333 | 74.2857 |
Ratio Avg Win / Avg Loss | 0.3394 | 0.8471 | 0.1938 | 0.0897 | 0.3808 | 0.0445 |
Largest Winning Trade | 75645 | 75645 | 46144 | 2606443 | 2606443 | 1448742 |
Largest Losing Trade | -337939 | -44580 | -337939 | -46182797 | -2986705 | -46182797 |
Avg Bars in Trades | 63 | 56 | 69 | 63 | 56 | 69 |
Avg Bars in Winners | 42 | 39 | 46 | 46 | 45 | 47 |
Avg Bars in Losers | 162 | 164 | 161 | 125 | 114 | 133 |
Bars Traded | 4482 | 2050 | 2432 | 4482 | 2050 | 2432 |
Profit Streak | 124.6593 | 124.6593 | 201.6593 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -246268 | -147619 | -575922 | -668034 | 461453 | -577639 |
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 158, "offset": 133 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 158, "offset": 133 } } }
# | 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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