Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 197750.5926 | 28708.1392 | 169042.4534 | 57507.8848 | -274385.1258 | 331893.0106 |
Total P&L (%) | 197.7506 | 28.7081 | 169.0425 | 57.5079 | -274.3851 | 331.893 |
Avg Daily Profit (%) | 0.1915 | 0.0278 | 0.1637 | 0.044 | 0 | 0.1418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129186 | -119236 | -58180 | -393902 | -434065 | -176862 |
Profit Factor | 1.2189 | 1.0551 | 1.4425 | 1.0267 | 0.7759 | 1.3572 |
Total Trades | 401 | 201 | 200 | 401 | 201 | 200 |
Winning Trades | 191 | 89 | 102 | 191 | 89 | 102 |
Losing Trades | 210 | 112 | 98 | 210 | 112 | 98 |
Profitability (%) | 47.6309 | 44.2786 | 51 | 47.6309 | 44.2786 | 51 |
Ratio Avg Win / Avg Loss | 1.3401 | 1.3277 | 1.386 | 1.1288 | 0.9764 | 1.3039 |
Largest Winning Trade | 110526 | 110526 | 34541 | 136651 | 136651 | 98848 |
Largest Losing Trade | -26653 | -26653 | -25437 | -122644 | -82186 | -122644 |
Avg Bars in Trades | 30 | 28 | 32 | 30 | 28 | 32 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 29 | 26 | 32 | 29 | 26 | 32 |
Bars Traded | 12170 | 5670 | 6500 | 12170 | 5670 | 6500 |
Profit Streak | 0 | 0 | 10.0969 | 0 | 0 | 10.0969 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 299217 | -320379 | 343735 | -324934 | -582228 | -2029 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 177 } }, "second_band": { "type": "dema", "factors": { "length": 47, "offset": 105 } } }
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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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