Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317357.3776 | 306203.9113 | 11153.4663 | -105766.736 | -15910.8349 | -89855.9011 |
Total P&L (%) | 317.3574 | 306.2039 | 11.1535 | -105.7667 | -15.9108 | -89.8559 |
Avg Daily Profit (%) | 0.1682 | 0.1623 | 0.0059 | 0 | -0.0092 | -0.1212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -203457 | -91725 | -217615 | -91695 | -19468 | -92511 |
Profit Factor | 1.3975 | 1.7752 | 1.0277 | 0.3316 | 0.712 | 0.1275 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 60 | 27 | 33 | 50 | 31 | 19 |
Losing Trades | 58 | 32 | 26 | 68 | 28 | 40 |
Profitability (%) | 50.8475 | 45.7627 | 55.9322 | 42.3729 | 52.5424 | 32.2034 |
Ratio Avg Win / Avg Loss | 1.3509 | 2.104 | 0.8097 | 0.451 | 0.6431 | 0.2684 |
Largest Winning Trade | 166369 | 166369 | 38909 | 13431 | 13431 | 4160 |
Largest Losing Trade | -102313 | -53662 | -102313 | -31310 | -21892 | -31310 |
Avg Bars in Trades | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Winners | 21 | 20 | 23 | 41 | 40 | 43 |
Avg Bars in Losers | 39 | 39 | 38 | 22 | 19 | 23 |
Bars Traded | 3589 | 1816 | 1773 | 3589 | 1816 | 1773 |
Profit Streak | 13.3905 | 0 | 20.3905 | 0 | 21.3905 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326007 | -167663 | -681951 | -583430 | -756577 | -764379 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 156, "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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