Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028953.2563 | 918750.454 | 110202.8024 | 2529858.1416 | 1000240.9197 | 1529617.222 |
Total P&L (%) | 1028.9533 | 918.7505 | 110.2028 | 2529.8581 | 1000.2409 | 1529.6172 |
Avg Daily Profit (%) | 0.4939 | 0.441 | 0.0529 | 0.1571 | 0.1152 | 0.1341 |
Buy And Hold Return (%) | 93.7262 | 93.7262 | 93.7262 | 93.7262 | 93.7262 | 93.7262 |
Max Trade Drawdown | -191371 | -82123 | -266496 | -3924946 | -3498372 | -3393916 |
Profit Factor | 1.4911 | 1.9036 | 1.1022 | 1.0809 | 1.0624 | 1.1004 |
Total Trades | 847 | 423 | 424 | 847 | 423 | 424 |
Winning Trades | 266 | 128 | 138 | 266 | 128 | 138 |
Losing Trades | 581 | 295 | 286 | 581 | 295 | 286 |
Profitability (%) | 31.405 | 30.26 | 32.5472 | 31.405 | 30.26 | 32.5472 |
Ratio Avg Win / Avg Loss | 3.2568 | 4.3872 | 2.2842 | 2.3609 | 2.4485 | 2.2804 |
Largest Winning Trade | 452825 | 452825 | 57453 | 1507584 | 1507584 | 947095 |
Largest Losing Trade | -23190 | -17170 | -23190 | -601563 | -513600 | -601563 |
Avg Bars in Trades | 29 | 28 | 29 | 29 | 28 | 29 |
Avg Bars in Winners | 63 | 64 | 63 | 63 | 64 | 63 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 24862 | 12248 | 12614 | 24862 | 12248 | 12614 |
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 | 373772 | 286858 | -345233 | -125287 | -195342 | -127528 |
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{ "first_band": { "type": "dema", "factors": { "length": 24, "offset": 48 } }, "second_band": { "type": "hl2", "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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