Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985995.8489 | 918150.7756 | 67845.0733 | 25834658.5786 | 41216313.6129 | -15381655.0343 |
Total P&L (%) | 985.9958 | 918.1508 | 67.8451 | 25834.6586 | 41216.3136 | -15381.655 |
Avg Daily Profit (%) | 0.5302 | 0.4937 | 0.0365 | 0.2993 | 0.3244 | 0 |
Buy And Hold Return (%) | 5973.8586 | 5973.8586 | 5973.8586 | 5973.8586 | 5973.8586 | 5973.8586 |
Max Trade Drawdown | -140071 | -96786 | -87739 | -24923357 | -13306565 | -22559735 |
Profit Factor | 1.9724 | 2.744 | 1.1392 | 1.1914 | 1.5749 | 0.757 |
Total Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 152 | 74 | 78 | 152 | 74 | 78 |
Profitability (%) | 44.3223 | 45.5882 | 43.0657 | 44.3223 | 45.5882 | 43.0657 |
Ratio Avg Win / Avg Loss | 2.4777 | 3.2751 | 1.506 | 1.4966 | 1.8797 | 1.0008 |
Largest Winning Trade | 151172 | 151172 | 42500 | 15352187 | 15352187 | 9503333 |
Largest Losing Trade | -27395 | -24909 | -27395 | -7614115 | -7614115 | -4295772 |
Avg Bars in Trades | 20 | 26 | 13 | 20 | 26 | 13 |
Avg Bars in Winners | 26 | 33 | 19 | 26 | 33 | 19 |
Avg Bars in Losers | 14 | 20 | 9 | 14 | 20 | 9 |
Bars Traded | 5492 | 3602 | 1890 | 5492 | 3602 | 1890 |
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 | -151673 | -151625 | -378891 | -3581 | 369986 | -581721 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 57, "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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