Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 457606.4715 | 350294.4035 | 107312.068 | 6800.4358 | 277189.2325 | -270388.7967 |
Total P&L (%) | 457.6065 | 350.2944 | 107.3121 | 6.8004 | 277.1892 | -270.3888 |
Avg Daily Profit (%) | 0.2107 | 0.1613 | 0.0494 | 0.003 | 0.0611 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130768 | -115315 | -133121 | -482394 | -350076 | -357820 |
Profit Factor | 1.3632 | 1.6133 | 1.1558 | 1.0029 | 1.277 | 0.8021 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 147 | 64 | 83 | 147 | 64 | 83 |
Losing Trades | 144 | 82 | 62 | 144 | 82 | 62 |
Profitability (%) | 50.5155 | 43.8356 | 57.2414 | 50.5155 | 43.8356 | 57.2414 |
Ratio Avg Win / Avg Loss | 1.3353 | 2.0671 | 0.8633 | 0.9824 | 1.6362 | 0.5992 |
Largest Winning Trade | 96603 | 96603 | 43104 | 162417 | 162417 | 49728 |
Largest Losing Trade | -81706 | -44607 | -81706 | -168220 | -77482 | -168220 |
Avg Bars in Trades | 29 | 29 | 29 | 29 | 29 | 29 |
Avg Bars in Winners | 24 | 27 | 23 | 24 | 27 | 23 |
Avg Bars in Losers | 33 | 31 | 37 | 33 | 31 | 37 |
Bars Traded | 8520 | 4312 | 4208 | 8520 | 4312 | 4208 |
Profit Streak | 3.5541 | 4.3041 | 0 | 3.5541 | 4.3041 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339026 | 292346 | -176727 | -572344 | -112444 | -579731 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 138, "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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