Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 479855.6524 | 462999.6592 | 16855.9932 | 57915.2241 | 125653.5375 | -67738.3134 |
Total P&L (%) | 479.8557 | 462.9997 | 16.856 | 57.9152 | 125.6535 | -67.7383 |
Avg Daily Profit (%) | 0.2082 | 0.2009 | 0.0073 | 0.0198 | 0.0353 | -0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133228 | -100351 | -87967 | -599947 | -380445 | -370711 |
Profit Factor | 1.6297 | 2.1579 | 1.0465 | 1.0254 | 1.1101 | 0.9404 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 43.299 | 40.8163 | 45.8333 | 43.299 | 40.8163 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.1341 | 3.129 | 1.2368 | 1.3428 | 1.6096 | 1.1114 |
Largest Winning Trade | 299572 | 299572 | 56492 | 267818 | 267818 | 228475 |
Largest Losing Trade | -46407 | -42779 | -46407 | -200045 | -115463 | -200045 |
Avg Bars in Trades | 65 | 45 | 86 | 65 | 45 | 86 |
Avg Bars in Winners | 100 | 55 | 140 | 100 | 55 | 140 |
Avg Bars in Losers | 39 | 38 | 41 | 39 | 38 | 41 |
Bars Traded | 6395 | 2235 | 4160 | 6395 | 2235 | 4160 |
Profit Streak | 27.2214 | 40.5547 | 0 | 27.2214 | 40.5547 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322942 | 317067 | -362900 | -361548 | -246975 | -580642 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 211, "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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