Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 726102.1016 | 463044.5872 | 263057.5144 | 2155355.2491 | -887087.5643 | 3042442.8134 |
Total P&L (%) | 726.1021 | 463.0446 | 263.0575 | 2155.3552 | -887.0876 | 3042.4428 |
Avg Daily Profit (%) | 0.4021 | 0.2564 | 0.1457 | 0.1727 | 0 | 0.1911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87690 | -138319 | -34788 | -4053710 | -3429570 | -1461397 |
Profit Factor | 1.586 | 1.6663 | 1.4834 | 1.0833 | 0.937 | 1.2578 |
Total Trades | 484 | 242 | 242 | 484 | 242 | 242 |
Winning Trades | 201 | 86 | 115 | 201 | 86 | 115 |
Losing Trades | 283 | 156 | 127 | 283 | 156 | 127 |
Profitability (%) | 41.5289 | 35.5372 | 47.5207 | 41.5289 | 35.5372 | 47.5207 |
Ratio Avg Win / Avg Loss | 2.233 | 3.0226 | 1.6382 | 1.5252 | 1.6996 | 1.3891 |
Largest Winning Trade | 307333 | 307333 | 45110 | 2199959 | 2199959 | 1506184 |
Largest Losing Trade | -23152 | -23152 | -17283 | -580437 | -495111 | -580437 |
Avg Bars in Trades | 11 | 12 | 9 | 11 | 12 | 9 |
Avg Bars in Winners | 16 | 21 | 12 | 16 | 21 | 12 |
Avg Bars in Losers | 7 | 7 | 6 | 7 | 7 | 6 |
Bars Traded | 5391 | 3095 | 2296 | 5391 | 3095 | 2296 |
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 | 439921 | 238441 | 134797 | -120481 | -582636 | 281223 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 16, "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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