Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165474.5017 | 63192.991 | 102281.5107 | 274093.683 | 136521.7068 | 137571.9762 |
Total P&L (%) | 165.4745 | 63.193 | 102.2815 | 274.0937 | 136.5217 | 137.572 |
Avg Daily Profit (%) | 0.6354 | 0.2427 | 0.3928 | 0.5079 | 0.3311 | 0.3328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43261 | -51755 | -21432 | -130498 | -56724 | -91654 |
Profit Factor | 1.3452 | 1.252 | 1.4475 | 1.3031 | 1.3056 | 1.3005 |
Total Trades | 539 | 270 | 269 | 539 | 270 | 269 |
Winning Trades | 265 | 129 | 136 | 265 | 129 | 136 |
Losing Trades | 274 | 141 | 133 | 274 | 141 | 133 |
Profitability (%) | 49.1651 | 47.7778 | 50.5576 | 49.1651 | 47.7778 | 50.5576 |
Ratio Avg Win / Avg Loss | 1.3909 | 1.3685 | 1.4156 | 1.3473 | 1.4271 | 1.2719 |
Largest Winning Trade | 32226 | 32226 | 19649 | 63181 | 63181 | 47711 |
Largest Losing Trade | -11163 | -7642 | -11163 | -50893 | -21307 | -50893 |
Avg Bars in Trades | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Winners | 56 | 58 | 55 | 56 | 58 | 55 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 24544 | 12642 | 11902 | 24544 | 12642 | 11902 |
Profit Streak | 0 | 0 | 5.0235 | 0 | 0 | 5.0235 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460764 | 213101 | 394817 | 412252 | 268456 | 344040 |
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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