Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623384.3689 | 553874.6142 | 69509.7546 | 433053.6952 | 670387.923 | -237334.2277 |
Total P&L (%) | 623.3844 | 553.8746 | 69.5098 | 433.0537 | 670.3879 | -237.3342 |
Avg Daily Profit (%) | 0.3336 | 0.2964 | 0.0372 | 0.0896 | 0.1093 | 0 |
Buy And Hold Return (%) | 38.913 | 38.913 | 38.913 | 38.913 | 38.913 | 38.913 |
Max Trade Drawdown | -200781 | -145339 | -120896 | -931799 | -348716 | -788585 |
Profit Factor | 1.8606 | 2.2733 | 1.2402 | 1.1803 | 1.5471 | 0.7983 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 47.8992 | 43.3333 | 52.5424 | 47.8992 | 43.3333 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.0238 | 2.9727 | 1.1202 | 1.2838 | 2.0231 | 0.7211 |
Largest Winning Trade | 303979 | 303979 | 49215 | 329059 | 329059 | 147971 |
Largest Losing Trade | -53602 | -43332 | -53602 | -247971 | -218127 | -247971 |
Avg Bars in Trades | 43 | 45 | 42 | 43 | 45 | 42 |
Avg Bars in Winners | 60 | 68 | 53 | 60 | 68 | 53 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 5210 | 2700 | 2510 | 5210 | 2700 | 2510 |
Profit Streak | 0 | 0 | 74.1968 | 0 | 0 | 74.1968 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439549 | -158583 | -327190 | -96070 | -215696 | -756163 |
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{ "first_band": { "type": "dema", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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