Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892404.9495 | 820231.422 | 72173.5275 | 3142794.5965 | 7164856.7589 | -4022062.1624 |
Total P&L (%) | 892.4049 | 820.2314 | 72.1735 | 3142.7946 | 7164.8568 | -4022.0622 |
Avg Daily Profit (%) | 0.3571 | 0.3282 | 0.0289 | 0.1393 | 0.1716 | 0 |
Buy And Hold Return (%) | 950.6819 | 950.6819 | 950.6819 | 950.6819 | 950.6819 | 950.6819 |
Max Trade Drawdown | -81364 | -48571 | -92195 | -3680420 | -1113020 | -4974393 |
Profit Factor | 2.0489 | 3.1266 | 1.1552 | 1.1881 | 2.157 | 0.6174 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 133 | 59 | 74 | 133 | 59 | 74 |
Losing Trades | 144 | 80 | 64 | 144 | 80 | 64 |
Profitability (%) | 48.0144 | 42.446 | 53.6232 | 48.0144 | 42.446 | 53.6232 |
Ratio Avg Win / Avg Loss | 2.2183 | 4.2394 | 0.9991 | 1.2864 | 2.9248 | 0.534 |
Largest Winning Trade | 322100 | 322100 | 56633 | 4655005 | 4655005 | 679651 |
Largest Losing Trade | -65497 | -20664 | -65497 | -2893493 | -456007 | -2893493 |
Avg Bars in Trades | 52 | 48 | 56 | 52 | 48 | 56 |
Avg Bars in Winners | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Losers | 33 | 27 | 40 | 33 | 27 | 40 |
Bars Traded | 14544 | 6752 | 7792 | 14544 | 6752 | 7792 |
Profit Streak | 0 | 0 | 30.7726 | 0 | 0 | 30.7726 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151826 | -153793 | -370764 | -22409 | 315899 | -579956 |
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{ "first_band": { "type": "dema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "hilo", "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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