Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178939.0919 | 1018928.5598 | 160010.5321 | 26375975.4286 | 22384510.9004 | 3991464.5282 |
Total P&L (%) | 1178.9391 | 1018.9286 | 160.0105 | 26375.9754 | 22384.5109 | 3991.4645 |
Avg Daily Profit (%) | 0.6451 | 0.5575 | 0.0875 | 0.3057 | 0.2967 | 0.2033 |
Buy And Hold Return (%) | 759.2272 | 759.2272 | 759.2272 | 759.2272 | 759.2272 | 759.2272 |
Max Trade Drawdown | -109064 | -61679 | -96378 | -12245496 | -15209175 | -8756453 |
Profit Factor | 2.1721 | 2.9942 | 1.3233 | 1.3957 | 1.6509 | 1.1237 |
Total Trades | 270 | 135 | 135 | 270 | 135 | 135 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 161 | 84 | 77 | 161 | 84 | 77 |
Profitability (%) | 40.3704 | 37.7778 | 42.963 | 40.3704 | 37.7778 | 42.963 |
Ratio Avg Win / Avg Loss | 3.2083 | 4.9316 | 1.7568 | 2.0616 | 2.7191 | 1.4918 |
Largest Winning Trade | 280419 | 280419 | 45529 | 14106603 | 14106603 | 4776990 |
Largest Losing Trade | -29353 | -20579 | -29353 | -4558060 | -3413911 | -4558060 |
Avg Bars in Trades | 20 | 20 | 19 | 20 | 20 | 19 |
Avg Bars in Winners | 34 | 37 | 30 | 34 | 37 | 30 |
Avg Bars in Losers | 10 | 10 | 11 | 10 | 10 | 11 |
Bars Traded | 5430 | 2790 | 2640 | 5430 | 2790 | 2640 |
Profit Streak | 0 | 28.8182 | 0 | 0 | 28.8182 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 145768 | -46678 | -243169 | 311991 | 282950 | -80185 |
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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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