Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1322638.3809 | 1278801.0926 | 43837.2883 | 3415409.5048 | 4286755.6285 | -871346.1237 |
Total P&L (%) | 1322.6384 | 1278.8011 | 43.8373 | 3415.4095 | 4286.7556 | -871.3461 |
Avg Daily Profit (%) | 0.7293 | 0.7052 | 0.0242 | 0.1965 | 0.2087 | 0 |
Buy And Hold Return (%) | 617.608 | 617.608 | 617.608 | 617.608 | 617.608 | 617.608 |
Max Trade Drawdown | -83284 | -68281 | -83292 | -2232861 | -2259078 | -1459383 |
Profit Factor | 2.6004 | 4.1611 | 1.1039 | 1.2265 | 1.5486 | 0.8801 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Profitability (%) | 41.0405 | 37.2093 | 44.8276 | 41.0405 | 37.2093 | 44.8276 |
Ratio Avg Win / Avg Loss | 3.7358 | 7.0218 | 1.3587 | 1.762 | 2.6132 | 1.0832 |
Largest Winning Trade | 683612 | 683612 | 73757 | 3560048 | 3560048 | 1403868 |
Largest Losing Trade | -30095 | -28129 | -30095 | -900292 | -532654 | -900292 |
Avg Bars in Trades | 20 | 20 | 21 | 20 | 20 | 21 |
Avg Bars in Winners | 37 | 38 | 35 | 37 | 38 | 35 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 3584 | 1728 | 1856 | 3584 | 1728 | 1856 |
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 | 333910 | 291460 | -434637 | 197026 | 207585 | -581166 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 29, "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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