Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232321.6682 | 40228.8996 | 192092.7686 | 334549.8608 | -26085.4062 | 360635.267 |
Total P&L (%) | 232.3217 | 40.2289 | 192.0928 | 334.5499 | -26.0854 | 360.6353 |
Avg Daily Profit (%) | 0.2243 | 0.0388 | 0.1855 | 0.142 | -0.0292 | 0.1476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67527 | -62343 | -61695 | -183963 | -173169 | -159999 |
Profit Factor | 1.776 | 1.2427 | 2.4377 | 1.4526 | 0.9389 | 2.154 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 54.9296 | 52.7778 | 57.1429 | 54.9296 | 52.7778 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4572 | 1.1118 | 1.8283 | 1.1919 | 0.84 | 1.6155 |
Largest Winning Trade | 67081 | 47720 | 67081 | 97101 | 67927 | 97101 |
Largest Losing Trade | -26652 | -26652 | -18757 | -74432 | -74432 | -54130 |
Avg Bars in Trades | 41 | 23 | 60 | 41 | 23 | 60 |
Avg Bars in Winners | 44 | 11 | 75 | 44 | 11 | 75 |
Avg Bars in Losers | 37 | 36 | 39 | 37 | 36 | 39 |
Bars Traded | 2942 | 839 | 2103 | 2942 | 839 | 2103 |
Profit Streak | 0 | 0 | 16.5279 | 0 | 0 | 16.5279 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80275 | -142848 | 490757 | -92877 | -580142 | 344542 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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