Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 401185.5684 | 416005.5588 | -14819.9903 | -41136.8162 | 193577.8325 | -234714.6487 |
Total P&L (%) | 401.1856 | 416.0056 | -14.82 | -41.1368 | 193.5778 | -234.7146 |
Avg Daily Profit (%) | 0.2095 | 0.2173 | -0.0077 | -0.0277 | 0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220483 | -143857 | -137492 | -546182 | -311714 | -343705 |
Profit Factor | 1.2628 | 1.5359 | 0.9803 | 0.9841 | 1.1528 | 0.8223 |
Total Trades | 356 | 178 | 178 | 356 | 178 | 178 |
Winning Trades | 165 | 78 | 87 | 165 | 78 | 87 |
Losing Trades | 191 | 100 | 91 | 191 | 100 | 91 |
Profitability (%) | 46.3483 | 43.8202 | 48.8764 | 46.3483 | 43.8202 | 48.8764 |
Ratio Avg Win / Avg Loss | 1.4618 | 1.9691 | 1.0253 | 1.1392 | 1.4779 | 0.8601 |
Largest Winning Trade | 170834 | 170834 | 51528 | 273827 | 273827 | 67214 |
Largest Losing Trade | -57576 | -33629 | -57576 | -149050 | -103359 | -149050 |
Avg Bars in Trades | 21 | 23 | 18 | 21 | 23 | 18 |
Avg Bars in Winners | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 7522 | 4206 | 3316 | 7522 | 4206 | 3316 |
Profit Streak | 11.0337 | 0 | 14.0337 | 11.0337 | 0 | 14.0337 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321067 | 311635 | -578297 | -577751 | -172017 | -579964 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "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) |
---|