Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 450798.4364 | 440366.3951 | 10432.0414 | 44986.8589 | 293093.0992 | -248106.2403 |
Total P&L (%) | 450.7984 | 440.3664 | 10.432 | 44.9869 | 293.0931 | -248.1062 |
Avg Daily Profit (%) | 0.1957 | 0.1912 | 0.0045 | 0.0161 | 0.0594 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98975 | -85837 | -81111 | -360627 | -219061 | -348192 |
Profit Factor | 1.5686 | 2.1028 | 1.0265 | 1.0245 | 1.3525 | 0.7537 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 46.4646 | 48 | 44.898 | 46.4646 | 48 | 44.898 |
Ratio Avg Win / Avg Loss | 1.8073 | 2.278 | 1.2598 | 1.1804 | 1.4652 | 0.925 |
Largest Winning Trade | 265337 | 265337 | 57364 | 245980 | 245980 | 126110 |
Largest Losing Trade | -46407 | -39150 | -46407 | -173687 | -93963 | -173687 |
Avg Bars in Trades | 64 | 46 | 82 | 64 | 46 | 82 |
Avg Bars in Winners | 94 | 53 | 138 | 94 | 53 | 138 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 6370 | 2307 | 4063 | 6370 | 2307 | 4063 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335142 | -169289 | -532357 | -367809 | -293982 | -582665 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 183, "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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