Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592420.6153 | 477843.7155 | 114576.8998 | 1138281.7452 | 1305725.6526 | -167443.9074 |
Total P&L (%) | 592.4206 | 477.8437 | 114.5769 | 1138.2817 | 1305.7257 | -167.4439 |
Avg Daily Profit (%) | 0.3197 | 0.2579 | 0.0618 | 0.1359 | 0.1427 | 0 |
Buy And Hold Return (%) | 15.8212 | 15.8212 | 15.8212 | 15.8212 | 15.8212 | 15.8212 |
Max Trade Drawdown | -151407 | -97272 | -119957 | -5028427 | -3848799 | -2441206 |
Profit Factor | 1.4165 | 1.6287 | 1.1729 | 1.0355 | 1.0728 | 0.9882 |
Total Trades | 473 | 236 | 237 | 473 | 236 | 237 |
Winning Trades | 232 | 102 | 130 | 232 | 102 | 130 |
Losing Trades | 241 | 134 | 107 | 241 | 134 | 107 |
Profitability (%) | 49.0486 | 43.2203 | 54.8523 | 49.0486 | 43.2203 | 54.8523 |
Ratio Avg Win / Avg Loss | 1.4714 | 2.1397 | 0.9654 | 1.0756 | 1.4093 | 0.8133 |
Largest Winning Trade | 104268 | 104268 | 41598 | 1795881 | 1795881 | 983258 |
Largest Losing Trade | -41867 | -34846 | -41867 | -1301742 | -1228254 | -1301742 |
Avg Bars in Trades | 23 | 24 | 21 | 23 | 24 | 21 |
Avg Bars in Winners | 23 | 24 | 23 | 23 | 24 | 23 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 10928 | 5808 | 5120 | 10928 | 5808 | 5120 |
Profit Streak | 10.0486 | 0 | 21.7152 | 10.0486 | 0 | 21.7152 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 464337 | 342716 | -139679 | -189678 | -144227 | -578138 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 98, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 98, "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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