Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1317823.503 | 1169045.6211 | 148777.8818 | 1292376.3618 | 957242.2044 | 335134.1574 |
Total P&L (%) | 1317.8235 | 1169.0456 | 148.7779 | 1292.3764 | 957.2422 | 335.1342 |
Avg Daily Profit (%) | 0.7107 | 0.6304 | 0.0802 | 0.1421 | 0.1273 | 0.0793 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145168 | -62990 | -91381 | -1095615 | -530302 | -781402 |
Profit Factor | 3.234 | 5.467 | 1.4533 | 1.318 | 1.5386 | 1.1466 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 39.0728 | 34.2105 | 44 | 39.0728 | 34.2105 | 44 |
Ratio Avg Win / Avg Loss | 5.0428 | 10.5134 | 1.8497 | 2.0552 | 2.9588 | 1.4593 |
Largest Winning Trade | 1127334 | 1127334 | 65002 | 1127334 | 1127334 | 356361 |
Largest Losing Trade | -42869 | -42869 | -42092 | -375097 | -266448 | -375097 |
Avg Bars in Trades | 70 | 59 | 82 | 70 | 59 | 82 |
Avg Bars in Winners | 129 | 108 | 146 | 129 | 108 | 146 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 10687 | 4516 | 6171 | 10687 | 4516 | 6171 |
Profit Streak | 0 | 0 | 19.7217 | 0 | 0 | 19.7217 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544532 | -35744 | -142431 | -5042 | -75660 | -205079 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 195 } }, "second_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 195 } }, "second_band": { "type": "dema", "factors": { "length": 79, "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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