Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621814.9229 | 623082.7836 | -1267.8607 | 76543.9532 | 637445.5552 | -560901.6021 |
Total P&L (%) | 621.8149 | 623.0828 | -1.2679 | 76.544 | 637.4456 | -560.9016 |
Avg Daily Profit (%) | 0.3474 | 0.3481 | -0.0007 | 0.0318 | 0.1117 | 0 |
Buy And Hold Return (%) | 258.757 | 258.757 | 258.757 | 258.757 | 258.757 | 258.757 |
Max Trade Drawdown | -112487 | -101507 | -124951 | -930258 | -828464 | -1093295 |
Profit Factor | 2.018 | 3.13 | 0.996 | 1.0214 | 1.373 | 0.6993 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 41.8919 | 43.2432 | 40.5405 | 41.8919 | 43.2432 | 40.5405 |
Ratio Avg Win / Avg Loss | 2.7992 | 4.1082 | 1.4608 | 1.4168 | 1.8021 | 1.0257 |
Largest Winning Trade | 237912 | 237912 | 65314 | 567421 | 567421 | 274556 |
Largest Losing Trade | -92843 | -26741 | -92843 | -930258 | -237312 | -930258 |
Avg Bars in Trades | 69 | 43 | 94 | 69 | 43 | 94 |
Avg Bars in Winners | 106 | 53 | 162 | 106 | 53 | 162 |
Avg Bars in Losers | 42 | 35 | 48 | 42 | 35 | 48 |
Bars Traded | 5124 | 1610 | 3514 | 5124 | 1610 | 3514 |
Profit Streak | 14.0392 | 41.7058 | 0 | 14.0392 | 41.7058 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62403 | 325567 | -582784 | -584544 | -47707 | -582784 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 194, "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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