Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199546.9652 | 73889.2333 | 125657.7319 | 407815.1542 | 235467.0093 | 172348.1449 |
Total P&L (%) | 199.547 | 73.8892 | 125.6577 | 407.8152 | 235.467 | 172.3481 |
Avg Daily Profit (%) | 0.7663 | 0.2837 | 0.4825 | 0.6259 | 0.4659 | 0.3855 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39121 | -61654 | -22195 | -201548 | -102526 | -140686 |
Profit Factor | 1.3752 | 1.2676 | 1.4915 | 1.3264 | 1.4011 | 1.2602 |
Total Trades | 619 | 310 | 309 | 619 | 310 | 309 |
Winning Trades | 322 | 157 | 165 | 322 | 157 | 165 |
Losing Trades | 297 | 153 | 144 | 297 | 153 | 144 |
Profitability (%) | 52.0194 | 50.6452 | 53.3981 | 52.0194 | 50.6452 | 53.3981 |
Ratio Avg Win / Avg Loss | 1.2684 | 1.2353 | 1.3017 | 1.2234 | 1.3654 | 1.0998 |
Largest Winning Trade | 28747 | 28747 | 20375 | 92285 | 92285 | 71905 |
Largest Losing Trade | -11897 | -11897 | -11668 | -78565 | -29978 | -78565 |
Avg Bars in Trades | 39 | 40 | 39 | 39 | 40 | 39 |
Avg Bars in Winners | 49 | 51 | 47 | 49 | 51 | 47 |
Avg Bars in Losers | 29 | 30 | 29 | 29 | 30 | 29 |
Bars Traded | 24749 | 12616 | 12133 | 24749 | 12616 | 12133 |
Profit Streak | 0.2085 | 0.8856 | 0 | 0.2085 | 0.8856 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409391 | 176466 | 410232 | 355475 | 261885 | 329481 |
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{ "first_band": { "type": "dema", "factors": { "length": 203, "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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