Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 695996.3887 | 654843.7736 | 41152.6151 | 296006.2708 | 590227.8537 | -294221.5829 |
Total P&L (%) | 695.9964 | 654.8438 | 41.1526 | 296.0063 | 590.2279 | -294.2216 |
Avg Daily Profit (%) | 0.3716 | 0.3496 | 0.022 | 0.0735 | 0.1032 | 0 |
Buy And Hold Return (%) | 17.4606 | 17.4606 | 17.4606 | 17.4606 | 17.4606 | 17.4606 |
Max Trade Drawdown | -202750 | -140076 | -131434 | -855559 | -396977 | -672649 |
Profit Factor | 1.9041 | 2.4754 | 1.1263 | 1.1282 | 1.4846 | 0.7301 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 46.4567 | 40.625 | 52.381 | 46.4567 | 40.625 | 52.381 |
Ratio Avg Win / Avg Loss | 2.1946 | 3.6179 | 1.0239 | 1.3003 | 2.1698 | 0.6638 |
Largest Winning Trade | 427253 | 427253 | 51063 | 427253 | 427253 | 97495 |
Largest Losing Trade | -53602 | -43006 | -53602 | -353618 | -353618 | -295498 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 57 | 67 | 49 | 57 | 67 | 49 |
Avg Bars in Losers | 27 | 25 | 29 | 27 | 25 | 29 |
Bars Traded | 5219 | 2697 | 2522 | 5219 | 2697 | 2522 |
Profit Streak | 0 | 0 | 78.8598 | 0 | 0 | 78.8598 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434822 | -129069 | -395069 | -175303 | -195577 | -726186 |
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{ "first_band": { "type": "dema", "factors": { "length": 177, "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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