Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956137.724 | 815660.1685 | 140477.5556 | 1171596.4038 | 454401.5326 | 717194.8712 |
Total P&L (%) | 956.1377 | 815.6602 | 140.4776 | 1171.5964 | 454.4015 | 717.1949 |
Avg Daily Profit (%) | 0.4025 | 0.3434 | 0.0591 | 0.1071 | 0.0721 | 0.0885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -105848 | -93311 | -89790 | -1394949 | -938909 | -1315316 |
Profit Factor | 2.8744 | 4.2793 | 1.5375 | 1.2419 | 1.2078 | 1.27 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 41.791 | 38.2353 | 45.4545 | 41.791 | 38.2353 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.0036 | 6.9127 | 1.845 | 1.7298 | 1.9511 | 1.524 |
Largest Winning Trade | 544099 | 544099 | 66457 | 717550 | 608561 | 717550 |
Largest Losing Trade | -50792 | -31882 | -50792 | -1124474 | -724478 | -1124474 |
Avg Bars in Trades | 137 | 109 | 165 | 137 | 109 | 165 |
Avg Bars in Winners | 252 | 182 | 313 | 252 | 182 | 313 |
Avg Bars in Losers | 54 | 63 | 43 | 54 | 63 | 43 |
Bars Traded | 9183 | 3710 | 5473 | 9183 | 3710 | 5473 |
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 | -109213 | 429736 | -113104 | -173216 | -100600 | -75209 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 137 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 137 } }, "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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