Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557759.6904 | 528645.4714 | 29114.219 | 113122.3209 | 1321839.4867 | -1208717.1658 |
Total P&L (%) | 557.7597 | 528.6455 | 29.1142 | 113.1223 | 1321.8395 | -1208.7172 |
Avg Daily Profit (%) | 0.2227 | 0.2111 | 0.0116 | 0.0302 | 0.1061 | 0 |
Buy And Hold Return (%) | 20.293 | 20.293 | 20.293 | 20.293 | 20.293 | 20.293 |
Max Trade Drawdown | -153370 | -134321 | -109110 | -2787850 | -1625969 | -1577843 |
Profit Factor | 1.3585 | 1.5544 | 1.0483 | 1.0101 | 1.2013 | 0.7407 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 160 | 71 | 89 | 160 | 71 | 89 |
Losing Trades | 231 | 124 | 107 | 231 | 124 | 107 |
Profitability (%) | 40.9207 | 36.4103 | 45.4082 | 40.9207 | 36.4103 | 45.4082 |
Ratio Avg Win / Avg Loss | 1.9613 | 2.7147 | 1.2604 | 1.4583 | 2.0981 | 0.8905 |
Largest Winning Trade | 177463 | 177463 | 44459 | 1832968 | 1832968 | 309132 |
Largest Losing Trade | -45570 | -45570 | -44192 | -920345 | -745057 | -920345 |
Avg Bars in Trades | 12 | 19 | 6 | 12 | 19 | 6 |
Avg Bars in Winners | 17 | 29 | 7 | 17 | 29 | 7 |
Avg Bars in Losers | 9 | 13 | 5 | 9 | 13 | 5 |
Bars Traded | 4968 | 3737 | 1231 | 4968 | 3737 | 1231 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308708 | 228259 | -376247 | -364111 | -54915 | -581815 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "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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