Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424053.8971 | 194831.2257 | 229222.6713 | 540537.5538 | 28243.9925 | 512293.5613 |
Total P&L (%) | 424.0539 | 194.8312 | 229.2227 | 540.5376 | 28.244 | 512.2936 |
Avg Daily Profit (%) | 0.242 | 0.1112 | 0.1308 | 0.1061 | 0.0142 | 0.1035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83192 | -135004 | -54237 | -234124 | -158891 | -99426 |
Profit Factor | 1.6724 | 1.5069 | 1.9309 | 1.4591 | 1.0358 | 2.3193 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 78 | 31 | 47 | 78 | 31 | 47 |
Losing Trades | 70 | 43 | 27 | 70 | 43 | 27 |
Profitability (%) | 52.7027 | 41.8919 | 63.5135 | 52.7027 | 41.8919 | 63.5135 |
Ratio Avg Win / Avg Loss | 1.5009 | 2.0902 | 1.1092 | 1.3095 | 1.4367 | 1.3324 |
Largest Winning Trade | 168386 | 168386 | 50971 | 126169 | 122081 | 126169 |
Largest Losing Trade | -31411 | -31411 | -29022 | -117766 | -117766 | -99426 |
Avg Bars in Trades | 45 | 46 | 43 | 45 | 46 | 43 |
Avg Bars in Winners | 56 | 66 | 50 | 56 | 66 | 50 |
Avg Bars in Losers | 32 | 32 | 32 | 32 | 32 | 32 |
Bars Traded | 6678 | 3450 | 3228 | 6678 | 3450 | 3228 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428053 | -109685 | -78232 | -49182 | -425903 | -113538 |
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{ "first_band": { "type": "dema", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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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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