Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 184074.4716 | -45251.0919 | 229325.5635 | -38805.3553 | -92474.677 | 53669.3217 |
Total P&L (%) | 184.0745 | -45.2511 | 229.3256 | -38.8054 | -92.4747 | 53.6693 |
Avg Daily Profit (%) | 0.1205 | -0.0296 | 0.1502 | -0.0322 | -0.1693 | 0.0281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127336 | -109152 | -124889 | -288136 | -150882 | -221254 |
Profit Factor | 1.1999 | 0.9102 | 1.5499 | 0.958 | 0.7985 | 1.1152 |
Total Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Winning Trades | 252 | 115 | 137 | 252 | 115 | 137 |
Losing Trades | 88 | 55 | 33 | 88 | 55 | 33 |
Profitability (%) | 74.1176 | 67.6471 | 80.5882 | 74.1176 | 67.6471 | 80.5882 |
Ratio Avg Win / Avg Loss | 0.419 | 0.4353 | 0.3733 | 0.3346 | 0.3819 | 0.2686 |
Largest Winning Trade | 27615 | 27615 | 26229 | 36730 | 34029 | 36730 |
Largest Losing Trade | -62017 | -61231 | -62017 | -157745 | -57242 | -157745 |
Avg Bars in Trades | 13 | 12 | 13 | 13 | 12 | 13 |
Avg Bars in Winners | 6 | 4 | 8 | 6 | 4 | 8 |
Avg Bars in Losers | 31 | 29 | 35 | 31 | 29 | 35 |
Bars Traded | 4430 | 2067 | 2363 | 4430 | 2067 | 2363 |
Profit Streak | 19.8314 | 19.8314 | 65.1647 | 19.8314 | 19.8314 | 65.1647 |
Trades During Streak | 9 | 4 | 10 | 9 | 4 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27518 | -576360 | 490733 | -573908 | -576360 | -245319 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 91, "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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