Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765519.9473 | 743059.6174 | 22460.3299 | 986585.534 | 726549.8239 | 260035.7101 |
Total P&L (%) | 765.5199 | 743.0596 | 22.4603 | 986.5855 | 726.5498 | 260.0357 |
Avg Daily Profit (%) | 0.3378 | 0.3278 | 0.0099 | 0.1053 | 0.0932 | 0.0565 |
Buy And Hold Return (%) | 356.5146 | 356.5146 | 356.5146 | 356.5146 | 356.5146 | 356.5146 |
Max Trade Drawdown | -251110 | -77468 | -293430 | -1425453 | -1202050 | -841539 |
Profit Factor | 1.9513 | 3.1656 | 1.0487 | 1.2029 | 1.2873 | 1.1115 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 56.3025 | 58.3333 | 54.2373 | 56.3025 | 58.3333 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.5145 | 2.2611 | 0.8848 | 0.9336 | 0.9195 | 0.9378 |
Largest Winning Trade | 256999 | 256999 | 59405 | 957807 | 957807 | 578011 |
Largest Losing Trade | -59667 | -50454 | -59667 | -389972 | -371073 | -389972 |
Avg Bars in Trades | 35 | 24 | 46 | 35 | 24 | 46 |
Avg Bars in Winners | 40 | 26 | 56 | 40 | 26 | 56 |
Avg Bars in Losers | 28 | 22 | 34 | 28 | 22 | 34 |
Bars Traded | 4218 | 1489 | 2729 | 4218 | 1489 | 2729 |
Profit Streak | 62.0084 | 62.0084 | 323.0084 | 62.0084 | 62.0084 | 323.0084 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328382 | -158409 | -688822 | -55361 | -243641 | -557532 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "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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