Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249184.0938 | 50009.2417 | 199174.8521 | 240626.5249 | -33491.4048 | 274117.9297 |
Total P&L (%) | 249.1841 | 50.0092 | 199.1749 | 240.6265 | -33.4914 | 274.1179 |
Avg Daily Profit (%) | 0.2384 | 0.0478 | 0.1905 | 0.1173 | -0.039 | 0.1263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86528 | -73150 | -61568 | -141656 | -185219 | -100297 |
Profit Factor | 1.4784 | 1.188 | 1.7814 | 1.2579 | 0.9305 | 1.6074 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 54.4643 | 50 | 58.9286 | 54.4643 | 50 | 58.9286 |
Ratio Avg Win / Avg Loss | 1.236 | 1.188 | 1.2416 | 1.0517 | 0.9305 | 1.1203 |
Largest Winning Trade | 62527 | 46832 | 62527 | 110036 | 50463 | 110036 |
Largest Losing Trade | -30707 | -21485 | -30707 | -58106 | -44280 | -58106 |
Avg Bars in Trades | 26 | 16 | 37 | 26 | 16 | 37 |
Avg Bars in Winners | 28 | 12 | 42 | 28 | 12 | 42 |
Avg Bars in Losers | 24 | 19 | 30 | 24 | 19 | 30 |
Bars Traded | 3020 | 909 | 2111 | 3020 | 909 | 2111 |
Profit Streak | 4.0045 | 0 | 6.0045 | 4.0045 | 0 | 6.0045 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362204 | -323870 | -168393 | -35620 | -760555 | -200677 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 67, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 67, "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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