Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334095.8548 | 1269362.1852 | 64733.6696 | 3903495.2822 | 4488082.4137 | -584587.1315 |
Total P&L (%) | 1334.0959 | 1269.3622 | 64.7337 | 3903.4953 | 4488.0824 | -584.5871 |
Avg Daily Profit (%) | 0.7354 | 0.6998 | 0.0357 | 0.2036 | 0.2111 | 0 |
Buy And Hold Return (%) | 528.2238 | 528.2238 | 528.2238 | 528.2238 | 528.2238 | 528.2238 |
Max Trade Drawdown | -146252 | -113701 | -74242 | -2554701 | -2003285 | -1812911 |
Profit Factor | 2.6183 | 3.9769 | 1.1627 | 1.2219 | 1.509 | 0.9334 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 110 | 58 | 52 | 110 | 58 | 52 |
Profitability (%) | 38.5475 | 34.8315 | 42.2222 | 38.5475 | 34.8315 | 42.2222 |
Ratio Avg Win / Avg Loss | 4.1742 | 7.4406 | 1.591 | 1.948 | 2.8232 | 1.2772 |
Largest Winning Trade | 752265 | 752265 | 73770 | 2231352 | 2231352 | 1424562 |
Largest Losing Trade | -26673 | -26673 | -22941 | -984449 | -664345 | -984449 |
Avg Bars in Trades | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Winners | 37 | 43 | 31 | 37 | 43 | 31 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 3558 | 1837 | 1721 | 3558 | 1837 | 1721 |
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 | 390111 | 331730 | -354544 | 199726 | 168033 | -582171 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 37, "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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