Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171210.1221 | 1498.2048 | 169711.9173 | 4059.9885 | -27160.1153 | 31220.1038 |
Total P&L (%) | 171.2101 | 1.4982 | 169.7119 | 4.06 | -27.1601 | 31.2201 |
Avg Daily Profit (%) | 0.1658 | 0.0015 | 0.1643 | 0.0039 | -0.0307 | 0.0263 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71358 | -100899 | -77133 | -71932 | -76385 | -74871 |
Profit Factor | 1.1839 | 1.0032 | 1.3634 | 1.0065 | 0.9075 | 1.0951 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 169 | 74 | 95 | 169 | 74 | 95 |
Losing Trades | 112 | 67 | 45 | 112 | 67 | 45 |
Profitability (%) | 60.1423 | 52.4823 | 67.8571 | 60.1423 | 52.4823 | 67.8571 |
Ratio Avg Win / Avg Loss | 0.7846 | 0.9083 | 0.6458 | 0.667 | 0.8217 | 0.5187 |
Largest Winning Trade | 24294 | 24180 | 24294 | 15396 | 15380 | 15396 |
Largest Losing Trade | -58430 | -26362 | -58430 | -57714 | -15316 | -57714 |
Avg Bars in Trades | 10 | 6 | 15 | 10 | 6 | 15 |
Avg Bars in Winners | 8 | 4 | 11 | 8 | 4 | 11 |
Avg Bars in Losers | 14 | 8 | 23 | 14 | 8 | 23 |
Bars Traded | 3056 | 922 | 2134 | 3056 | 922 | 2134 |
Profit Streak | 0 | 0 | 13.6275 | 0 | 0 | 13.6275 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9489 | -574871 | 328725 | -565398 | -580359 | -275352 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 22, "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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