Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225419.2478 | 108851.634 | 116567.6138 | 534744.9061 | 210789.895 | 323955.0111 |
Total P&L (%) | 225.4192 | 108.8516 | 116.5676 | 534.7449 | 210.7899 | 323.955 |
Avg Daily Profit (%) | 0.3405 | 0.1644 | 0.1761 | 0.2795 | 0.1714 | 0.2184 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24853 | -40250 | -24186 | -158003 | -222383 | -122225 |
Profit Factor | 1.6505 | 1.6741 | 1.6299 | 1.4771 | 1.3857 | 1.5641 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 125 | 55 | 70 | 125 | 55 | 70 |
Losing Trades | 139 | 77 | 62 | 139 | 77 | 62 |
Profitability (%) | 47.3485 | 41.6667 | 53.0303 | 47.3485 | 41.6667 | 53.0303 |
Ratio Avg Win / Avg Loss | 1.8354 | 2.3437 | 1.4436 | 1.6426 | 1.94 | 1.3853 |
Largest Winning Trade | 32887 | 32887 | 27293 | 122986 | 122986 | 79946 |
Largest Losing Trade | -12109 | -7419 | -12109 | -59011 | -40305 | -59011 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 85 | 82 | 87 | 85 | 82 | 87 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 15382 | 7179 | 8203 | 15382 | 7179 | 8203 |
Profit Streak | 0 | 0 | 404.7743 | 0 | 0 | 404.7743 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438372 | 249227 | 361631 | 404075 | 199096 | 364678 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 168, "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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