Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723040.8164 | 441191.3499 | 281849.4665 | 2660560.7912 | -689806.9305 | 3350367.7217 |
Total P&L (%) | 723.0408 | 441.1914 | 281.8495 | 2660.5608 | -689.8069 | 3350.3677 |
Avg Daily Profit (%) | 0.4001 | 0.2441 | 0.1559 | 0.1838 | 0 | 0.1961 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109502 | -111052 | -34278 | -7173339 | -5416237 | -1856396 |
Profit Factor | 1.5864 | 1.6377 | 1.5208 | 1.0884 | 0.9576 | 1.2424 |
Total Trades | 489 | 244 | 245 | 489 | 244 | 245 |
Winning Trades | 206 | 90 | 116 | 206 | 90 | 116 |
Losing Trades | 283 | 154 | 129 | 283 | 154 | 129 |
Profitability (%) | 42.1268 | 36.8852 | 47.3469 | 42.1268 | 36.8852 | 47.3469 |
Ratio Avg Win / Avg Loss | 2.1794 | 2.8023 | 1.6913 | 1.4952 | 1.6386 | 1.3816 |
Largest Winning Trade | 275490 | 275490 | 51504 | 2422519 | 2422519 | 2100526 |
Largest Losing Trade | -23152 | -23152 | -21130 | -1136221 | -790962 | -1136221 |
Avg Bars in Trades | 10 | 13 | 8 | 10 | 13 | 8 |
Avg Bars in Winners | 16 | 21 | 11 | 16 | 21 | 11 |
Avg Bars in Losers | 7 | 8 | 6 | 7 | 8 | 6 |
Bars Traded | 5361 | 3195 | 2166 | 5361 | 3195 | 2166 |
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 | 448714 | 251924 | 351411 | -115608 | -582101 | 277513 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "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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