Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874632.1219 | 951037.0795 | -76404.9576 | -153399.2271 | -50037.9379 | -103361.2892 |
Total P&L (%) | 874.6321 | 951.0371 | -76.405 | -153.3992 | -50.0379 | -103.3613 |
Avg Daily Profit (%) | 0.3774 | 0.4104 | -0.033 | 0 | -0.0299 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -268337 | -151945 | -176022 | -632283 | -324577 | -547966 |
Profit Factor | 1.6231 | 2.4113 | 0.8953 | 0.9059 | 0.9247 | 0.893 |
Total Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Winning Trades | 90 | 39 | 51 | 94 | 46 | 48 |
Losing Trades | 91 | 51 | 40 | 87 | 44 | 43 |
Profitability (%) | 49.7238 | 43.3333 | 56.044 | 51.9337 | 51.1111 | 52.7473 |
Ratio Avg Win / Avg Loss | 1.6411 | 3.1533 | 0.7022 | 0.8385 | 0.8845 | 0.8 |
Largest Winning Trade | 531137 | 531137 | 59081 | 109710 | 94836 | 109710 |
Largest Losing Trade | -142746 | -54619 | -142746 | -523463 | -140689 | -523463 |
Avg Bars in Trades | 24 | 23 | 26 | 24 | 23 | 26 |
Avg Bars in Winners | 23 | 24 | 23 | 25 | 23 | 27 |
Avg Bars in Losers | 26 | 22 | 31 | 24 | 22 | 26 |
Bars Traded | 4494 | 2070 | 2424 | 4494 | 2070 | 2424 |
Profit Streak | 39.6752 | 39.6752 | 42.6752 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 546236 | 444552 | -579040 | -579301 | -580669 | -580455 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 78, "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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