Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691180.4982 | 526962.073 | 164218.4252 | 3108999.3477 | 1068761.1503 | 2040238.1974 |
Total P&L (%) | 691.1805 | 526.9621 | 164.2184 | 3108.9993 | 1068.7612 | 2040.2382 |
Avg Daily Profit (%) | 0.371 | 0.2829 | 0.0882 | 0.1864 | 0.1321 | 0.1646 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41643 | -60839 | -32322 | -774872 | -813049 | -549797 |
Profit Factor | 3.6271 | 4.9777 | 2.2572 | 1.9143 | 1.6103 | 2.237 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 52.9412 | 47.619 | 58.1395 | 52.9412 | 47.619 | 58.1395 |
Ratio Avg Win / Avg Loss | 3.2241 | 5.4754 | 1.6252 | 1.7016 | 1.7714 | 1.6106 |
Largest Winning Trade | 433141 | 433141 | 54390 | 771516 | 533694 | 771516 |
Largest Losing Trade | -27103 | -26739 | -27103 | -549797 | -248620 | -549797 |
Avg Bars in Trades | 128 | 106 | 149 | 128 | 106 | 149 |
Avg Bars in Winners | 175 | 151 | 194 | 175 | 151 | 194 |
Avg Bars in Losers | 74 | 65 | 85 | 74 | 65 | 85 |
Bars Traded | 10890 | 4474 | 6416 | 10890 | 4474 | 6416 |
Profit Streak | 42.7158 | 42.7158 | 69.2158 | 42.7158 | 42.7158 | 69.2158 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 665762 | 614329 | -68432 | 495421 | -12714 | 523080 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 185 } }, "second_band": { "type": "dema", "factors": { "length": 173, "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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