Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917599.3653 | 898708.3935 | 18890.9719 | 1456659.0325 | 2129803.5197 | -673144.4873 |
Total P&L (%) | 917.5994 | 898.7084 | 18.891 | 1456.659 | 2129.8035 | -673.1445 |
Avg Daily Profit (%) | 0.4044 | 0.3961 | 0.0083 | 0.1211 | 0.1369 | 0 |
Buy And Hold Return (%) | 418.561 | 418.561 | 418.561 | 418.561 | 418.561 | 418.561 |
Max Trade Drawdown | -173610 | -89401 | -120389 | -7468904 | -4637408 | -3807751 |
Profit Factor | 2.2826 | 3.2893 | 1.0585 | 1.0607 | 1.1527 | 0.933 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 50.5618 | 48.8889 | 52.2727 | 50.5618 | 48.8889 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.2319 | 3.4388 | 0.9665 | 1.0371 | 1.2051 | 0.8519 |
Largest Winning Trade | 346766 | 346766 | 55207 | 4605472 | 4605472 | 2235463 |
Largest Losing Trade | -49819 | -49819 | -44040 | -3363905 | -3363905 | -1734810 |
Avg Bars in Trades | 67 | 49 | 87 | 67 | 49 | 87 |
Avg Bars in Winners | 89 | 56 | 121 | 89 | 56 | 121 |
Avg Bars in Losers | 46 | 42 | 50 | 46 | 42 | 50 |
Bars Traded | 6049 | 2208 | 3841 | 6049 | 2208 | 3841 |
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 | 318014 | 350203 | -504958 | -187102 | -64070 | -580424 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 190, "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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