Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215391.8445 | 58516.8001 | 156875.0444 | 71890.106 | -262272.0608 | 334162.1668 |
Total P&L (%) | 215.3918 | 58.5168 | 156.875 | 71.8901 | -262.2721 | 334.1622 |
Avg Daily Profit (%) | 0.2072 | 0.0563 | 0.1509 | 0.0521 | 0 | 0.1413 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136596 | -161517 | -43692 | -452210 | -530962 | -118440 |
Profit Factor | 1.3644 | 1.1436 | 1.854 | 1.0447 | 0.7641 | 1.6717 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 79 | 36 | 43 | 79 | 36 | 43 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 51.9737 | 47.3684 | 56.5789 | 51.9737 | 47.3684 | 56.5789 |
Ratio Avg Win / Avg Loss | 1.2608 | 1.2707 | 1.4228 | 0.9653 | 0.849 | 1.2829 |
Largest Winning Trade | 155334 | 155334 | 33080 | 155334 | 155334 | 117061 |
Largest Losing Trade | -39854 | -33768 | -39854 | -88552 | -88552 | -68660 |
Avg Bars in Trades | 26 | 28 | 24 | 26 | 28 | 24 |
Avg Bars in Winners | 29 | 30 | 28 | 29 | 30 | 28 |
Avg Bars in Losers | 23 | 27 | 18 | 23 | 27 | 18 |
Bars Traded | 4014 | 2176 | 1838 | 4014 | 2176 | 1838 |
Profit Streak | 11.1755 | 0 | 20.9255 | 11.1755 | 0 | 20.9255 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364602 | -231254 | -36973 | -294409 | -630981 | -48917 |
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{ "first_band": { "type": "dema", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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