Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296188.2018 | 195599.8721 | 100588.3296 | 111245.5491 | 102798.9228 | 8446.6263 |
Total P&L (%) | 296.1882 | 195.5999 | 100.5883 | 111.2455 | 102.7989 | 8.4466 |
Avg Daily Profit (%) | 0.157 | 0.1037 | 0.0533 | 0.0397 | 0.0375 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150137 | -134534 | -103540 | -224916 | -174938 | -203905 |
Profit Factor | 1.2453 | 1.3153 | 1.1713 | 1.0666 | 1.1228 | 1.0102 |
Total Trades | 367 | 184 | 183 | 367 | 184 | 183 |
Winning Trades | 154 | 70 | 84 | 154 | 70 | 84 |
Losing Trades | 213 | 114 | 99 | 213 | 114 | 99 |
Profitability (%) | 41.9619 | 38.0435 | 45.9016 | 41.9619 | 38.0435 | 45.9016 |
Ratio Avg Win / Avg Loss | 1.7223 | 2.1421 | 1.3804 | 1.4753 | 1.8285 | 1.1905 |
Largest Winning Trade | 62223 | 62223 | 39905 | 67253 | 67253 | 61796 |
Largest Losing Trade | -47882 | -29854 | -47882 | -85984 | -78310 | -85984 |
Avg Bars in Trades | 60 | 64 | 57 | 60 | 64 | 57 |
Avg Bars in Winners | 78 | 81 | 76 | 78 | 81 | 76 |
Avg Bars in Losers | 47 | 53 | 41 | 47 | 53 | 41 |
Bars Traded | 22342 | 11825 | 10517 | 22342 | 11825 | 10517 |
Profit Streak | 44.8585 | 44.8585 | 66.6919 | 44.8585 | 44.8585 | 66.6919 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305211 | -56063 | -153598 | -286792 | -230006 | -561969 |
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{ "first_band": { "type": "hma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "ssf", "factors": { "length": 40, "offset": 0, "poles": 3 } } }
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# | 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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