Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794943.6634 | 652458.1558 | 142485.5076 | 4133884.5239 | 6029213.0945 | -1895328.5707 |
Total P&L (%) | 794.9437 | 652.4582 | 142.4855 | 4133.8845 | 6029.2131 | -1895.3286 |
Avg Daily Profit (%) | 0.3435 | 0.282 | 0.0616 | 0.162 | 0.178 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130703 | -100229 | -150296 | -11757800 | -8528304 | -6530919 |
Profit Factor | 1.8248 | 2.3681 | 1.2926 | 1.0741 | 1.1966 | 0.9246 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 106 | 51 | 55 | 106 | 51 | 55 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 52.7363 | 50.4951 | 55 | 52.7363 | 50.4951 | 55 |
Ratio Avg Win / Avg Loss | 1.6354 | 2.3217 | 1.0576 | 0.9626 | 1.1731 | 0.7565 |
Largest Winning Trade | 148034 | 148034 | 80513 | 3553529 | 3360737 | 3553529 |
Largest Losing Trade | -34224 | -30221 | -34224 | -2727868 | -2727868 | -2038584 |
Avg Bars in Trades | 44 | 33 | 55 | 44 | 33 | 55 |
Avg Bars in Winners | 59 | 41 | 76 | 59 | 41 | 76 |
Avg Bars in Losers | 27 | 24 | 30 | 27 | 24 | 30 |
Bars Traded | 8946 | 3352 | 5594 | 8946 | 3352 | 5594 |
Profit Streak | 0 | 0 | 11.1343 | 0 | 0 | 11.1343 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508810 | 469012 | -109668 | -131604 | 119123 | -579778 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 111, "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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