Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259101.6254 | 243508.4597 | 15593.1657 | 125695.4334 | 90674.3636 | 35021.0698 |
Total P&L (%) | 259.1016 | 243.5085 | 15.5932 | 125.6954 | 90.6744 | 35.0211 |
Avg Daily Profit (%) | 0.2487 | 0.2338 | 0.015 | 0.0782 | 0.062 | 0.0288 |
Buy And Hold Return (%) | 39.2157 | 39.2157 | 39.2157 | 39.2157 | 39.2157 | 39.2157 |
Max Trade Drawdown | -66838 | -71485 | -56965 | -235989 | -233279 | -141713 |
Profit Factor | 1.351 | 1.6596 | 1.0422 | 1.0741 | 1.105 | 1.042 |
Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
Winning Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Losing Trades | 290 | 146 | 144 | 290 | 146 | 144 |
Profitability (%) | 42.1158 | 41.8327 | 42.4 | 42.1158 | 41.8327 | 42.4 |
Ratio Avg Win / Avg Loss | 1.8568 | 2.3077 | 1.4159 | 1.4762 | 1.5365 | 1.4156 |
Largest Winning Trade | 149227 | 149227 | 31179 | 179779 | 179779 | 84991 |
Largest Losing Trade | -23476 | -20861 | -23476 | -60174 | -60174 | -51387 |
Avg Bars in Trades | 49 | 45 | 52 | 49 | 45 | 52 |
Avg Bars in Winners | 69 | 59 | 79 | 69 | 59 | 79 |
Avg Bars in Losers | 34 | 35 | 32 | 34 | 35 | 32 |
Bars Traded | 24624 | 11508 | 13116 | 24624 | 11508 | 13116 |
Profit Streak | 0 | 0 | 6.3712 | 0 | 0 | 6.3712 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318027 | 291873 | -514194 | -230988 | -221259 | -495974 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 208 } }, "second_band": { "type": "dema", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 208 } }, "second_band": { "type": "dema", "factors": { "length": 250, "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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