Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018906.0901 | 738875.7985 | 280030.2917 | 18153637.8608 | 6499363.7539 | 11654274.1069 |
Total P&L (%) | 1018.9061 | 738.8758 | 280.0303 | 18153.6379 | 6499.3638 | 11654.2741 |
Avg Daily Profit (%) | 0.4221 | 0.3061 | 0.116 | 0.2159 | 0.1737 | 0.1977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112280 | -93070 | -89279 | -46591720 | -34680733 | -19580350 |
Profit Factor | 1.7824 | 1.8988 | 1.5832 | 1.1128 | 1.0617 | 1.2093 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 177 | 81 | 96 | 177 | 81 | 96 |
Losing Trades | 180 | 97 | 83 | 180 | 97 | 83 |
Profitability (%) | 49.5798 | 45.5056 | 53.6313 | 49.5798 | 45.5056 | 53.6313 |
Ratio Avg Win / Avg Loss | 1.8126 | 2.2738 | 1.3688 | 1.1316 | 1.2715 | 1.0455 |
Largest Winning Trade | 199208 | 199208 | 35437 | 23513195 | 23513195 | 5884727 |
Largest Losing Trade | -31804 | -31804 | -22573 | -13876074 | -13876074 | -9543579 |
Avg Bars in Trades | 13 | 19 | 7 | 13 | 19 | 7 |
Avg Bars in Winners | 16 | 25 | 8 | 16 | 25 | 8 |
Avg Bars in Losers | 10 | 14 | 5 | 10 | 14 | 5 |
Bars Traded | 4773 | 3477 | 1296 | 4773 | 3477 | 1296 |
Profit Streak | 6.5154 | 0 | 11.0154 | 6.5154 | 0 | 11.0154 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 575532 | 412412 | -34097 | -85621 | -145893 | 351766 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 29, "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) |
---|