Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2754706.1206 | 2607743.8213 | 146962.2993 | 8696299.5071 | 5666157.2214 | 3030142.2857 |
Total P&L (%) | 2754.7061 | 2607.7438 | 146.9623 | 8696.2995 | 5666.1572 | 3030.1423 |
Avg Daily Profit (%) | 1.194 | 1.1303 | 0.0637 | 0.1942 | 0.1759 | 0.1494 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -125387 | -113779 | -115942 | -7064456 | -3937272 | -3333535 |
Profit Factor | 4.855 | 8.1493 | 1.4201 | 1.4502 | 1.58 | 1.3173 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Profitability (%) | 35.9116 | 34.0659 | 37.7778 | 35.9116 | 34.0659 | 37.7778 |
Ratio Avg Win / Avg Loss | 8.6642 | 15.7729 | 2.339 | 2.588 | 3.0582 | 2.1697 |
Largest Winning Trade | 2215184 | 2215184 | 78965 | 4767224 | 3916051 | 4767224 |
Largest Losing Trade | -37258 | -37258 | -31636 | -2288008 | -2288008 | -1670153 |
Avg Bars in Trades | 71 | 63 | 79 | 71 | 63 | 79 |
Avg Bars in Winners | 144 | 129 | 157 | 144 | 129 | 157 |
Avg Bars in Losers | 30 | 28 | 31 | 30 | 28 | 31 |
Bars Traded | 12860 | 5743 | 7117 | 12860 | 5743 | 7117 |
Profit Streak | 0 | 0 | 35.5055 | 0 | 0 | 35.5055 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 599962 | 557038 | -110470 | 200532 | 152294 | 127752 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 235 } }, "second_band": { "type": "dema", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 235 } }, "second_band": { "type": "dema", "factors": { "length": 15, "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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