Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1169069.8649 | 994372.0374 | 174697.8275 | 24815624.9403 | 16266099.8934 | 8549525.0469 |
Total P&L (%) | 1169.0699 | 994.372 | 174.6978 | 24815.6249 | 16266.0999 | 8549.525 |
Avg Daily Profit (%) | 0.6405 | 0.5448 | 0.0957 | 0.3028 | 0.2797 | 0.2446 |
Buy And Hold Return (%) | 708.1354 | 708.1354 | 708.1354 | 708.1354 | 708.1354 | 708.1354 |
Max Trade Drawdown | -109064 | -61679 | -96378 | -12245496 | -15209175 | -4198393 |
Profit Factor | 2.1795 | 2.9461 | 1.3638 | 1.3996 | 1.473 | 1.3086 |
Total Trades | 268 | 134 | 134 | 268 | 134 | 134 |
Winning Trades | 108 | 50 | 58 | 108 | 50 | 58 |
Losing Trades | 160 | 84 | 76 | 160 | 84 | 76 |
Profitability (%) | 40.2985 | 37.3134 | 43.2836 | 40.2985 | 37.3134 | 43.2836 |
Ratio Avg Win / Avg Loss | 3.2289 | 4.9495 | 1.787 | 2.0735 | 2.4746 | 1.7147 |
Largest Winning Trade | 280419 | 280419 | 45529 | 14106603 | 14106603 | 4776990 |
Largest Losing Trade | -29353 | -20579 | -29353 | -3413911 | -3413911 | -2072947 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 33 | 37 | 30 | 33 | 37 | 30 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 5369 | 2732 | 2637 | 5369 | 2732 | 2637 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 167036 | -28267 | -231921 | 310565 | 220172 | 256818 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 10, "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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