Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281129.2393 | 290271.2057 | -9141.9664 | 17728.2752 | -204642.9663 | 222371.2415 |
Total P&L (%) | 281.1292 | 290.2712 | -9.142 | 17.7283 | -204.643 | 222.3712 |
Avg Daily Profit (%) | 0.1519 | 0.1568 | -0.0049 | 0.0088 | 0 | 0.0633 |
Buy And Hold Return (%) | 37.3226 | 37.3226 | 37.3226 | 37.3226 | 37.3226 | 37.3226 |
Max Trade Drawdown | -190690 | -99279 | -158379 | -1438938 | -1108651 | -550707 |
Profit Factor | 1.1595 | 1.326 | 0.9895 | 1.0023 | 0.9517 | 1.0653 |
Total Trades | 687 | 343 | 344 | 687 | 343 | 344 |
Winning Trades | 358 | 175 | 183 | 358 | 175 | 183 |
Losing Trades | 329 | 168 | 161 | 329 | 168 | 161 |
Profitability (%) | 52.1106 | 51.0204 | 53.1977 | 52.1106 | 51.0204 | 53.1977 |
Ratio Avg Win / Avg Loss | 1.0656 | 1.273 | 0.8706 | 0.9211 | 0.9136 | 0.9373 |
Largest Winning Trade | 59875 | 59875 | 24486 | 194354 | 188682 | 194354 |
Largest Losing Trade | -49817 | -33596 | -49817 | -452415 | -452415 | -209699 |
Avg Bars in Trades | 31 | 33 | 30 | 31 | 33 | 30 |
Avg Bars in Winners | 28 | 32 | 25 | 28 | 32 | 25 |
Avg Bars in Losers | 35 | 34 | 36 | 35 | 34 | 36 |
Bars Traded | 21925 | 11501 | 10424 | 21925 | 11501 | 10424 |
Profit Streak | 1.8359 | 0 | 2.4192 | 1.8359 | 0 | 2.4192 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -36230 | 319140 | -580810 | -564824 | -579407 | -259509 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 139, "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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