Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1223090.6841 | 1144005.0556 | 79085.6285 | 4864849.9025 | 3418295.3624 | 1446554.5401 |
Total P&L (%) | 1223.0907 | 1144.0051 | 79.0856 | 4864.8499 | 3418.2954 | 1446.5545 |
Avg Daily Profit (%) | 0.6723 | 0.6288 | 0.0435 | 0.2149 | 0.1959 | 0.1506 |
Buy And Hold Return (%) | 718.0606 | 718.0606 | 718.0606 | 718.0606 | 718.0606 | 718.0606 |
Max Trade Drawdown | -86508 | -67505 | -39993 | -1501643 | -1178882 | -707704 |
Profit Factor | 3.9475 | 6.2125 | 1.4045 | 1.9755 | 2.2242 | 1.6591 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 3.9475 | 6.2125 | 1.4045 | 1.9755 | 2.2242 | 1.6591 |
Largest Winning Trade | 557489 | 557489 | 75817 | 2556447 | 2556447 | 1276980 |
Largest Losing Trade | -51478 | -51478 | -33956 | -629982 | -629982 | -302693 |
Avg Bars in Trades | 96 | 94 | 98 | 96 | 94 | 98 |
Avg Bars in Winners | 133 | 124 | 142 | 133 | 124 | 142 |
Avg Bars in Losers | 58 | 63 | 54 | 58 | 63 | 54 |
Bars Traded | 6928 | 3390 | 3538 | 6928 | 3390 | 3538 |
Profit Streak | 16.2847 | 0 | 19.7847 | 16.2847 | 0 | 19.7847 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72970 | 382614 | -299344 | -71433 | 384742 | 162739 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 124 } }, "second_band": { "type": "dema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 124 } }, "second_band": { "type": "dema", "factors": { "length": 83, "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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