Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -443285.6384 | 91674.6973 | -534960.3357 | 96683.5993 | -1837270.3884 | 1933953.9877 |
Total P&L (%) | -443.2856 | 91.6747 | -534.9603 | 96.6836 | -1837.2704 | 1933.954 |
Avg Daily Profit (%) | -0.2364 | 0.0489 | -0.2852 | 0.0361 | 0 | 0.1608 |
Buy And Hold Return (%) | 376.9404 | 376.9404 | 376.9404 | 376.9404 | 376.9404 | 376.9404 |
Max Trade Drawdown | -629242 | -124007 | -614301 | -2500908 | -2020268 | -1346637 |
Profit Factor | 0.55 | 1.3789 | 0.2801 | 1.0237 | 0.2198 | 2.1214 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 18 | 21 | 35 | 15 | 20 |
Losing Trades | 25 | 14 | 11 | 29 | 17 | 12 |
Profitability (%) | 60.9375 | 56.25 | 65.625 | 54.6875 | 46.875 | 62.5 |
Ratio Avg Win / Avg Loss | 0.3526 | 1.0725 | 0.1467 | 0.8482 | 0.2491 | 1.2729 |
Largest Winning Trade | 84044 | 84044 | 28152 | 3114685 | 112261 | 3114685 |
Largest Losing Trade | -491990 | -60136 | -491990 | -1186151 | -1031951 | -1186151 |
Avg Bars in Trades | 110 | 139 | 80 | 110 | 139 | 80 |
Avg Bars in Winners | 57 | 64 | 50 | 52 | 46 | 57 |
Avg Bars in Losers | 192 | 235 | 138 | 179 | 221 | 119 |
Bars Traded | 7043 | 4456 | 2587 | 7043 | 4456 | 2587 |
Profit Streak | 29.5169 | 59.7669 | 0 | 29.5169 | 59.7669 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722319 | -290672 | -578784 | -648961 | -580631 | 394832 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 209, "offset": 132 } } }
# | 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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