Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247501.6074 | 217241.8913 | 30259.7161 | -86873.0124 | 30573.0437 | -117446.0561 |
Total P&L (%) | 247.5016 | 217.2419 | 30.2597 | -86.873 | 30.573 | -117.4461 |
Avg Daily Profit (%) | 0.1556 | 0.1366 | 0.019 | -0.1276 | 0.0168 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147047 | -127860 | -140443 | -144926 | -20863 | -139070 |
Profit Factor | 1.2786 | 1.4787 | 1.0696 | 0.662 | 1.4159 | 0.3599 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 93 | 45 | 48 | 93 | 45 | 48 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 60 | 58.4416 | 61.5385 | 60 | 58.4416 | 61.5385 |
Ratio Avg Win / Avg Loss | 0.8524 | 1.0515 | 0.6685 | 0.4413 | 1.0069 | 0.225 |
Largest Winning Trade | 127351 | 127351 | 40763 | 37922 | 37922 | 8931 |
Largest Losing Trade | -90733 | -68068 | -90733 | -83871 | -9946 | -83871 |
Avg Bars in Trades | 59 | 81 | 37 | 59 | 81 | 37 |
Avg Bars in Winners | 47 | 65 | 29 | 47 | 65 | 29 |
Avg Bars in Losers | 77 | 104 | 48 | 77 | 104 | 48 |
Bars Traded | 9179 | 6291 | 2888 | 9179 | 6291 | 2888 |
Profit Streak | 66.8217 | 79.8217 | 66.8217 | 66.8217 | 79.8217 | 66.8217 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330455 | -48751 | -347432 | -577126 | -211929 | -612080 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 189, "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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