Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457039.6812 | 1412133.7742 | 44905.9069 | 1598265.5076 | 1709092.693 | -110827.1855 |
Total P&L (%) | 1457.0397 | 1412.1338 | 44.9059 | 1598.2655 | 1709.0927 | -110.8272 |
Avg Daily Profit (%) | 0.8017 | 0.777 | 0.0247 | 0.156 | 0.1594 | 0 |
Buy And Hold Return (%) | 607.5195 | 607.5195 | 607.5195 | 607.5195 | 607.5195 | 607.5195 |
Max Trade Drawdown | -129361 | -112535 | -86562 | -3006279 | -2343087 | -1610136 |
Profit Factor | 2.4069 | 3.8439 | 1.0833 | 1.0945 | 1.2119 | 0.9875 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 113 | 51 | 62 | 113 | 51 | 62 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 43.295 | 39.2308 | 47.3282 | 43.295 | 39.2308 | 47.3282 |
Ratio Avg Win / Avg Loss | 3.1525 | 5.9543 | 1.2056 | 1.4334 | 1.8772 | 1.099 |
Largest Winning Trade | 1100904 | 1100904 | 41722 | 1273339 | 1273339 | 875230 |
Largest Losing Trade | -34755 | -30464 | -34755 | -1062278 | -1062278 | -859415 |
Avg Bars in Trades | 20 | 23 | 17 | 20 | 23 | 17 |
Avg Bars in Winners | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Losers | 15 | 17 | 13 | 15 | 17 | 13 |
Bars Traded | 5348 | 3076 | 2272 | 5348 | 3076 | 2272 |
Profit Streak | 0 | 45.0396 | 0 | 0 | 45.0396 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451997 | 449675 | -455497 | -113370 | 85337 | -580079 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 60, "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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