Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782369.2712 | 553367.8492 | 229001.422 | 5051648.4716 | -1317994.3502 | 6369642.8218 |
Total P&L (%) | 782.3693 | 553.3678 | 229.0014 | 5051.6485 | -1317.9944 | 6369.6428 |
Avg Daily Profit (%) | 0.3293 | 0.2329 | 0.0964 | 0.166 | 0 | 0.1756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100995 | -95797 | -67855 | -8471029 | -8160383 | -4782336 |
Profit Factor | 2.6179 | 3.0941 | 2.0441 | 1.2433 | 0.8874 | 1.7036 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 56.1644 | 48.6486 | 63.8889 | 56.1644 | 48.6486 | 63.8889 |
Ratio Avg Win / Avg Loss | 2.0432 | 3.266 | 1.1553 | 0.9704 | 0.9367 | 0.9629 |
Largest Winning Trade | 216482 | 216482 | 58870 | 3526363 | 2379125 | 3526363 |
Largest Losing Trade | -43869 | -31872 | -43869 | -3191875 | -3191875 | -2797794 |
Avg Bars in Trades | 62 | 38 | 87 | 62 | 38 | 87 |
Avg Bars in Winners | 86 | 48 | 115 | 86 | 48 | 115 |
Avg Bars in Losers | 32 | 28 | 37 | 32 | 28 | 37 |
Bars Traded | 4553 | 1417 | 3136 | 4553 | 1417 | 3136 |
Profit Streak | 13.3268 | 27.8268 | 13.3268 | 13.3268 | 27.8268 | 13.3268 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59563 | 529971 | -59121 | -67880 | -580287 | 384581 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 196, "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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