Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225579.3447 | 228201.2781 | -2621.9334 | 46653.4467 | 129790.5393 | -83137.0927 |
Total P&L (%) | 225.5793 | 228.2013 | -2.6219 | 46.6534 | 129.7905 | -83.1371 |
Avg Daily Profit (%) | 0.1827 | 0.1849 | -0.0021 | 0.031 | 0.0674 | -0.1441 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104308 | -52990 | -114598 | -123479 | -53020 | -121898 |
Profit Factor | 1.3401 | 1.8032 | 0.9931 | 1.0922 | 1.6866 | 0.7379 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 51.7007 | 46.5753 | 56.7568 | 51.7007 | 46.5753 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.2519 | 2.0684 | 0.7566 | 1.0203 | 1.9347 | 0.5622 |
Largest Winning Trade | 106253 | 106253 | 24716 | 77757 | 77757 | 27420 |
Largest Losing Trade | -47297 | -27540 | -47297 | -69639 | -25590 | -69639 |
Avg Bars in Trades | 31 | 41 | 21 | 31 | 41 | 21 |
Avg Bars in Winners | 28 | 36 | 21 | 28 | 36 | 21 |
Avg Bars in Losers | 35 | 46 | 21 | 35 | 46 | 21 |
Bars Traded | 4680 | 3065 | 1615 | 4680 | 3065 | 1615 |
Profit Streak | 4.4912 | 0 | 67.9912 | 4.4912 | 0 | 67.9912 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311411 | -62377 | -642423 | -271388 | -173010 | -642423 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 90, "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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