Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 554431.2232 | 421929.7058 | 132501.5174 | 843486.1078 | 799871.6588 | 43614.4491 |
Total P&L (%) | 554.4312 | 421.9297 | 132.5015 | 843.4861 | 799.8717 | 43.6144 |
Avg Daily Profit (%) | 0.346 | 0.2633 | 0.0827 | 0.1402 | 0.1372 | 0.0226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164908 | -82868 | -98881 | -1659381 | -1381259 | -931721 |
Profit Factor | 2.0456 | 2.6467 | 1.4836 | 1.1721 | 1.3562 | 1.0164 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 51.8072 | 47.619 | 56.0976 | 51.8072 | 47.619 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.9029 | 2.9114 | 1.1611 | 1.0903 | 1.4918 | 0.7955 |
Largest Winning Trade | 190196 | 190196 | 62141 | 585875 | 585875 | 556618 |
Largest Losing Trade | -63985 | -33211 | -63985 | -931721 | -395581 | -931721 |
Avg Bars in Trades | 72 | 50 | 95 | 72 | 50 | 95 |
Avg Bars in Winners | 93 | 62 | 121 | 93 | 62 | 121 |
Avg Bars in Losers | 49 | 39 | 62 | 49 | 39 | 62 |
Bars Traded | 6029 | 2117 | 3912 | 6029 | 2117 | 3912 |
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 | 436695 | 443796 | -80529 | -37785 | -9915 | -367889 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 161, "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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