Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790183.0333 | 741583.4864 | 48599.5469 | 243664.5575 | -43055.5864 | 286720.1439 |
Total P&L (%) | 790.183 | 741.5835 | 48.5995 | 243.6646 | -43.0556 | 286.7201 |
Avg Daily Profit (%) | 0.4075 | 0.3825 | 0.0251 | 0.0637 | -0.029 | 0.0698 |
Buy And Hold Return (%) | 11.7088 | 11.7088 | 11.7088 | 11.7088 | 11.7088 | 11.7088 |
Max Trade Drawdown | -140374 | -117574 | -80005 | -1420912 | -1372809 | -593761 |
Profit Factor | 1.7558 | 2.375 | 1.096 | 1.0345 | 0.9886 | 1.087 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 64 | 22 | 42 | 64 | 22 | 42 |
Losing Trades | 125 | 72 | 53 | 125 | 72 | 53 |
Profitability (%) | 33.8624 | 23.4043 | 44.2105 | 33.8624 | 23.4043 | 44.2105 |
Ratio Avg Win / Avg Loss | 3.4293 | 7.7727 | 1.3831 | 2.0204 | 3.2354 | 1.3718 |
Largest Winning Trade | 437851 | 437851 | 43139 | 844618 | 844618 | 448640 |
Largest Losing Trade | -47972 | -31705 | -47972 | -415954 | -272563 | -415954 |
Avg Bars in Trades | 20 | 18 | 21 | 20 | 18 | 21 |
Avg Bars in Winners | 40 | 47 | 36 | 40 | 47 | 36 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 3847 | 1758 | 2089 | 3847 | 1758 | 2089 |
Profit Streak | 13.652 | 0 | 14.152 | 13.652 | 0 | 14.152 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314374 | -22752 | -278066 | -293819 | -614873 | -226223 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 26, "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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