Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63665.7051 | 40003.0735 | 23662.6316 | 52416.1627 | 48777.9188 | 3638.2439 |
Total P&L (%) | 63.6657 | 40.0031 | 23.6626 | 52.4162 | 48.7779 | 3.6382 |
Avg Daily Profit (%) | 0.4583 | 0.288 | 0.1703 | 0.3039 | 0.2864 | 0.0257 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37929 | -37352 | -36466 | -55881 | -32568 | -53252 |
Profit Factor | 1.2275 | 1.3086 | 1.1575 | 1.1737 | 1.3881 | 1.0207 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 134 | 61 | 73 | 134 | 61 | 73 |
Losing Trades | 127 | 69 | 58 | 127 | 69 | 58 |
Profitability (%) | 51.341 | 46.9231 | 55.7252 | 51.341 | 46.9231 | 55.7252 |
Ratio Avg Win / Avg Loss | 1.1634 | 1.4802 | 0.9197 | 1.1124 | 1.5702 | 0.8109 |
Largest Winning Trade | 19339 | 19339 | 11127 | 14935 | 14935 | 10745 |
Largest Losing Trade | -20035 | -15033 | -20035 | -27773 | -12953 | -27773 |
Avg Bars in Trades | 49 | 52 | 45 | 49 | 52 | 45 |
Avg Bars in Winners | 43 | 39 | 46 | 43 | 39 | 46 |
Avg Bars in Losers | 55 | 64 | 44 | 55 | 64 | 44 |
Bars Traded | 12837 | 6852 | 5985 | 12837 | 6852 | 5985 |
Profit Streak | 138.3827 | 0 | 138.3932 | 138.3827 | 0 | 138.3932 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337527 | 111604 | -46656 | -21829 | 196709 | -524428 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 192, "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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