Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353529.7621 | 345509.3132 | 8020.4489 | -47688.9984 | 276499.2049 | -324188.2033 |
Total P&L (%) | 353.5298 | 345.5093 | 8.0204 | -47.689 | 276.4992 | -324.1882 |
Avg Daily Profit (%) | 0.2212 | 0.2161 | 0.005 | -0.0405 | 0.083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -223401 | -182811 | -160063 | -1213964 | -792336 | -1013248 |
Profit Factor | 1.5552 | 1.9276 | 1.0303 | 0.9853 | 1.1579 | 0.7829 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 46 | 16 | 30 | 46 | 16 | 30 |
Losing Trades | 51 | 33 | 18 | 51 | 33 | 18 |
Profitability (%) | 47.4227 | 32.6531 | 62.5 | 47.4227 | 32.6531 | 62.5 |
Ratio Avg Win / Avg Loss | 1.7242 | 3.9757 | 0.6182 | 1.0924 | 2.3883 | 0.4697 |
Largest Winning Trade | 349728 | 349728 | 56544 | 458177 | 458177 | 176631 |
Largest Losing Trade | -58876 | -33818 | -58876 | -481008 | -269733 | -481008 |
Avg Bars in Trades | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Winners | 34 | 39 | 31 | 34 | 39 | 31 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 3019 | 1592 | 1427 | 3019 | 1592 | 1427 |
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 | 353245 | 171715 | -538726 | -579855 | -134504 | -578791 |
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{ "first_band": { "type": "dema", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 113, "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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