Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413181.9696 | 353209.693 | 59972.2766 | -156829.6239 | 704491.478 | -861321.1018 |
Total P&L (%) | 413.182 | 353.2097 | 59.9723 | -156.8296 | 704.4915 | -861.3211 |
Avg Daily Profit (%) | 0.2172 | 0.1857 | 0.0315 | 0 | 0.1097 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173364 | -89024 | -176212 | -1088512 | -110857 | -1118847 |
Profit Factor | 1.6929 | 2.1934 | 1.1997 | 0.8999 | 3.0533 | 0.2962 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 46 | 24 | 22 | 45 | 22 | 23 |
Losing Trades | 34 | 16 | 18 | 35 | 18 | 17 |
Profitability (%) | 57.5 | 60 | 55 | 56.25 | 55 | 57.5 |
Ratio Avg Win / Avg Loss | 1.2513 | 1.4623 | 0.9816 | 0.6999 | 2.4981 | 0.2189 |
Largest Winning Trade | 240230 | 240230 | 65131 | 334801 | 334801 | 60512 |
Largest Losing Trade | -107157 | -51109 | -107157 | -1005910 | -110857 | -1005910 |
Avg Bars in Trades | 66 | 44 | 87 | 66 | 44 | 87 |
Avg Bars in Winners | 82 | 40 | 127 | 48 | 35 | 60 |
Avg Bars in Losers | 44 | 51 | 38 | 89 | 57 | 124 |
Bars Traded | 5306 | 1799 | 3507 | 5306 | 1799 | 3507 |
Profit Streak | 0 | 0 | 574.195 | 537.195 | 575.8616 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12662 | 427878 | -152710 | -603161 | -38701 | -579777 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "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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