Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1739803.5252 | 1682635.7557 | 57167.7695 | 556659.4271 | 159046.583 | 397612.8441 |
Total P&L (%) | 1739.8035 | 1682.6358 | 57.1678 | 556.6594 | 159.0466 | 397.6128 |
Avg Daily Profit (%) | 0.9372 | 0.9064 | 0.0308 | 0.1014 | 0.0513 | 0.0865 |
Buy And Hold Return (%) | 56.957 | 56.957 | 56.957 | 56.957 | 56.957 | 56.957 |
Max Trade Drawdown | -137191 | -117423 | -55608 | -1994831 | -1821818 | -934046 |
Profit Factor | 3.4982 | 5.8517 | 1.1635 | 1.0708 | 1.0398 | 1.1027 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 119 | 65 | 54 | 119 | 65 | 54 |
Profitability (%) | 37.037 | 31.5789 | 42.5532 | 37.037 | 31.5789 | 42.5532 |
Ratio Avg Win / Avg Loss | 5.9469 | 12.6786 | 1.5707 | 1.8203 | 2.2529 | 1.4887 |
Largest Winning Trade | 1655282 | 1655282 | 49170 | 1318283 | 1318283 | 645129 |
Largest Losing Trade | -28810 | -28810 | -26070 | -614766 | -614766 | -381609 |
Avg Bars in Trades | 113 | 104 | 123 | 113 | 104 | 123 |
Avg Bars in Winners | 197 | 204 | 192 | 197 | 204 | 192 |
Avg Bars in Losers | 64 | 57 | 71 | 64 | 57 | 71 |
Bars Traded | 21484 | 9889 | 11595 | 21484 | 9889 | 11595 |
Profit Streak | 0 | 0 | 49.8572 | 0 | 0 | 49.8572 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 573299 | 511684 | -358129 | -202772 | -310807 | -187265 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 243 } }, "second_band": { "type": "midprice", "factors": { "length": 26, "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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