Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1580841.4913 | 1506229.8989 | 74611.5924 | 3861917.3621 | 3354670.5077 | 507246.8544 |
Total P&L (%) | 1580.8415 | 1506.2299 | 74.6116 | 3861.9174 | 3354.6705 | 507.2469 |
Avg Daily Profit (%) | 0.8667 | 0.8258 | 0.0409 | 0.2019 | 0.1944 | 0.0989 |
Buy And Hold Return (%) | 896.8233 | 896.8233 | 896.8233 | 896.8233 | 896.8233 | 896.8233 |
Max Trade Drawdown | -88413 | -73846 | -65399 | -2486401 | -2329503 | -1415203 |
Profit Factor | 2.591 | 3.9626 | 1.1538 | 1.1927 | 1.3271 | 1.0519 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 148 | 79 | 69 | 148 | 79 | 69 |
Profitability (%) | 44.1509 | 40.1515 | 48.1203 | 44.1509 | 40.1515 | 48.1203 |
Ratio Avg Win / Avg Loss | 3.2775 | 5.9065 | 1.2439 | 1.5088 | 1.9781 | 1.134 |
Largest Winning Trade | 1100904 | 1100904 | 68042 | 1642072 | 1642072 | 1124300 |
Largest Losing Trade | -38143 | -35153 | -38143 | -1192636 | -898153 | -1192636 |
Avg Bars in Trades | 20 | 22 | 17 | 20 | 22 | 17 |
Avg Bars in Winners | 30 | 36 | 24 | 30 | 36 | 24 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 5348 | 2970 | 2378 | 5348 | 2970 | 2378 |
Profit Streak | 0 | 51.8081 | 0 | 0 | 51.8081 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326994 | 303426 | -356080 | -1906 | 148635 | -390373 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 49, "offset": 0 } } }
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# | 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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