Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237761.9642 | -4470.0698 | 242232.034 | -22000.1789 | -60944.1243 | 38943.9454 |
Total P&L (%) | 237.762 | -4.4701 | 242.232 | -22.0002 | -60.9441 | 38.9439 |
Avg Daily Profit (%) | 0.1556 | -0.0029 | 0.1586 | -0.0163 | -0.0615 | 0.0215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207638 | -132037 | -127600 | -1247130 | -326953 | -968741 |
Profit Factor | 1.3415 | 0.9881 | 1.7547 | 0.99 | 0.9314 | 1.0298 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 181 | 85 | 96 | 181 | 85 | 96 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 77.3504 | 72.6496 | 82.0513 | 77.3504 | 72.6496 | 82.0513 |
Ratio Avg Win / Avg Loss | 0.3928 | 0.372 | 0.3839 | 0.2899 | 0.3506 | 0.2253 |
Largest Winning Trade | 28696 | 27615 | 28696 | 185166 | 164139 | 185166 |
Largest Losing Trade | -74650 | -50405 | -74650 | -778071 | -210033 | -778071 |
Avg Bars in Trades | 18 | 15 | 21 | 18 | 15 | 21 |
Avg Bars in Winners | 9 | 5 | 13 | 9 | 5 | 13 |
Avg Bars in Losers | 49 | 42 | 59 | 49 | 42 | 59 |
Bars Traded | 4374 | 1844 | 2530 | 4374 | 1844 | 2530 |
Profit Streak | 43.314 | 94.9807 | 43.314 | 43.314 | 94.9807 | 43.314 |
Trades During Streak | 18 | 14 | 9 | 18 | 14 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459844 | -575838 | 499323 | -573916 | -575838 | -349730 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 164, "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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