Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1238915.4573 | 1226417.7039 | 12497.7534 | 1254652.6849 | 2077179.3283 | -822526.6435 |
Total P&L (%) | 1238.9155 | 1226.4177 | 12.4978 | 1254.6527 | 2077.1793 | -822.5266 |
Avg Daily Profit (%) | 0.6737 | 0.6669 | 0.0068 | 0.1418 | 0.1677 | 0 |
Buy And Hold Return (%) | 636.5481 | 636.5481 | 636.5481 | 636.5481 | 636.5481 | 636.5481 |
Max Trade Drawdown | -122650 | -97346 | -121510 | -969860 | -515970 | -1027515 |
Profit Factor | 2.876 | 5.0292 | 1.0351 | 1.2757 | 2.1014 | 0.6914 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 50 | 21 | 29 | 50 | 21 | 29 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 45.8716 | 38.1818 | 53.7037 | 45.8716 | 38.1818 | 53.7037 |
Ratio Avg Win / Avg Loss | 3.3937 | 8.1426 | 0.8923 | 1.5053 | 3.4023 | 0.596 |
Largest Winning Trade | 607681 | 607681 | 69150 | 1059989 | 1059989 | 419784 |
Largest Losing Trade | -49041 | -32290 | -49041 | -470067 | -223421 | -470067 |
Avg Bars in Trades | 48 | 49 | 47 | 48 | 49 | 47 |
Avg Bars in Winners | 72 | 91 | 57 | 72 | 91 | 57 |
Avg Bars in Losers | 28 | 23 | 36 | 28 | 23 | 36 |
Bars Traded | 5304 | 2723 | 2581 | 5304 | 2723 | 2581 |
Profit Streak | 23.9217 | 43.5883 | 0 | 23.9217 | 43.5883 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344136 | -171197 | -712678 | -10109 | -174783 | -760353 |
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{ "first_band": { "type": "dema", "factors": { "length": 182, "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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