Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2759765.5889 | 2649817.9483 | 109947.6405 | 2944263.7381 | -2180344.2299 | 5124607.9679 |
Total P&L (%) | 2759.7656 | 2649.8179 | 109.9476 | 2944.2637 | -2180.3442 | 5124.608 |
Avg Daily Profit (%) | 1.3251 | 1.2723 | 0.0528 | 0.1641 | 0 | 0.1901 |
Buy And Hold Return (%) | 56.6719 | 56.6719 | 56.6719 | 56.6719 | 56.6719 | 56.6719 |
Max Trade Drawdown | -171643 | -127486 | -110620 | -29550696 | -22441932 | -13895341 |
Profit Factor | 3.9657 | 6.1326 | 1.2654 | 1.0309 | 0.9621 | 1.1355 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 37.1287 | 31.6832 | 42.5743 | 37.1287 | 31.6832 | 42.5743 |
Ratio Avg Win / Avg Loss | 6.7152 | 13.2234 | 1.7068 | 1.7456 | 2.0745 | 1.5316 |
Largest Winning Trade | 2238176 | 2238176 | 67470 | 14233494 | 14233494 | 6143914 |
Largest Losing Trade | -28974 | -28974 | -26154 | -6768491 | -6768491 | -3598042 |
Avg Bars in Trades | 120 | 114 | 127 | 120 | 114 | 127 |
Avg Bars in Winners | 218 | 241 | 201 | 218 | 241 | 201 |
Avg Bars in Losers | 63 | 54 | 73 | 63 | 54 | 73 |
Bars Traded | 24433 | 11524 | 12909 | 24433 | 11524 | 12909 |
Profit Streak | 0 | 0 | 14.6983 | 0 | 0 | 14.6983 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 601567 | 529055 | -131308 | -181672 | -585408 | -65019 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 243 } }, "second_band": { "type": "dema", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 243 } }, "second_band": { "type": "dema", "factors": { "length": 56, "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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