Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583751.2682 | 579012.5971 | 4738.6711 | 82861.6001 | 763234.5456 | -680372.9456 |
Total P&L (%) | 583.7513 | 579.0126 | 4.7387 | 82.8616 | 763.2345 | -680.3729 |
Avg Daily Profit (%) | 0.2803 | 0.278 | 0.0023 | 0.029 | 0.1036 | 0 |
Buy And Hold Return (%) | 75.3623 | 75.3623 | 75.3623 | 75.3623 | 75.3623 | 75.3623 |
Max Trade Drawdown | -168685 | -113160 | -141487 | -955050 | -718232 | -1027878 |
Profit Factor | 1.4703 | 1.9561 | 1.0075 | 1.0125 | 1.2431 | 0.8047 |
Total Trades | 320 | 160 | 160 | 320 | 160 | 160 |
Winning Trades | 128 | 58 | 70 | 128 | 58 | 70 |
Losing Trades | 192 | 102 | 90 | 192 | 102 | 90 |
Profitability (%) | 40 | 36.25 | 43.75 | 40 | 36.25 | 43.75 |
Ratio Avg Win / Avg Loss | 2.2055 | 3.4401 | 1.2953 | 1.5188 | 2.1862 | 1.0346 |
Largest Winning Trade | 357417 | 357417 | 53726 | 616916 | 616916 | 239379 |
Largest Losing Trade | -60439 | -21503 | -60439 | -506849 | -136802 | -506849 |
Avg Bars in Trades | 76 | 64 | 89 | 76 | 64 | 89 |
Avg Bars in Winners | 117 | 91 | 138 | 117 | 91 | 138 |
Avg Bars in Losers | 49 | 48 | 50 | 49 | 48 | 50 |
Bars Traded | 24517 | 10251 | 14266 | 24517 | 10251 | 14266 |
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 | 314791 | 264800 | -570025 | -496848 | -58538 | -581259 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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