Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258487.9049 | 39031.3823 | 219456.5226 | 410844.2489 | 58951.1021 | 351893.1468 |
Total P&L (%) | 258.4879 | 39.0314 | 219.4565 | 410.8442 | 58.9511 | 351.8931 |
Avg Daily Profit (%) | 0.1988 | 0.03 | 0.1688 | 0.1255 | 0.0356 | 0.1161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45818 | -39463 | -30133 | -295072 | -158676 | -140866 |
Profit Factor | 1.9629 | 1.2816 | 2.6904 | 1.4334 | 1.126 | 1.733 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 51.5152 | 45.4545 | 57.5758 | 51.5152 | 45.4545 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.8474 | 1.5379 | 1.9824 | 1.3491 | 1.3512 | 1.2769 |
Largest Winning Trade | 67331 | 67331 | 55777 | 209546 | 174870 | 209546 |
Largest Losing Trade | -27687 | -16289 | -27687 | -108666 | -92808 | -108666 |
Avg Bars in Trades | 56 | 33 | 79 | 56 | 33 | 79 |
Avg Bars in Winners | 74 | 39 | 102 | 74 | 39 | 102 |
Avg Bars in Losers | 36 | 28 | 47 | 36 | 28 | 47 |
Bars Traded | 3708 | 1093 | 2615 | 3708 | 1093 | 2615 |
Profit Streak | 0 | 0 | 22.9287 | 0 | 0 | 22.9287 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116964 | -155802 | 503666 | -152877 | -229743 | -34383 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "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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