Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524038.929 | 380591.9149 | 143447.014 | 257558.9312 | 538772.2639 | -281213.3327 |
Total P&L (%) | 524.0389 | 380.5919 | 143.447 | 257.5589 | 538.7723 | -281.2133 |
Avg Daily Profit (%) | 0.331 | 0.2404 | 0.0906 | 0.0805 | 0.1172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184653 | -78606 | -133377 | -784701 | -523331 | -679953 |
Profit Factor | 1.2769 | 1.4248 | 1.1439 | 1.0387 | 1.1807 | 0.9233 |
Total Trades | 767 | 384 | 383 | 767 | 384 | 383 |
Winning Trades | 398 | 180 | 218 | 398 | 180 | 218 |
Losing Trades | 369 | 204 | 165 | 369 | 204 | 165 |
Profitability (%) | 51.8905 | 46.875 | 56.9191 | 51.8905 | 46.875 | 56.9191 |
Ratio Avg Win / Avg Loss | 1.1839 | 1.6148 | 0.8658 | 0.963 | 1.3382 | 0.6989 |
Largest Winning Trade | 131797 | 131797 | 52047 | 350471 | 350471 | 136855 |
Largest Losing Trade | -64048 | -24378 | -64048 | -394790 | -195110 | -394790 |
Avg Bars in Trades | 24 | 23 | 25 | 24 | 23 | 25 |
Avg Bars in Winners | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Losers | 21 | 20 | 24 | 21 | 20 | 24 |
Bars Traded | 18766 | 9056 | 9710 | 18766 | 9056 | 9710 |
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 | 490648 | 375781 | -133261 | -260522 | -57352 | -578156 |
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{ "first_band": { "type": "dema", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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