Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 650287.5015 | 611581.3422 | 38706.1594 | 467848.8709 | 1449111.4224 | -981262.5516 |
Total P&L (%) | 650.2875 | 611.5813 | 38.7062 | 467.8489 | 1449.1114 | -981.2626 |
Avg Daily Profit (%) | 0.3522 | 0.3312 | 0.021 | 0.0941 | 0.1485 | 0 |
Buy And Hold Return (%) | 226.081 | 226.081 | 226.081 | 226.081 | 226.081 | 226.081 |
Max Trade Drawdown | -154863 | -50596 | -179933 | -1613560 | -467655 | -1584769 |
Profit Factor | 2.1751 | 4.4981 | 1.1022 | 1.0942 | 2.1822 | 0.7376 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 58.6207 | 56.8182 | 60.4651 | 58.6207 | 56.8182 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.5353 | 3.4186 | 0.7207 | 0.7724 | 1.6585 | 0.4823 |
Largest Winning Trade | 299970 | 299970 | 72709 | 550314 | 520784 | 550314 |
Largest Losing Trade | -66163 | -27228 | -66163 | -1033673 | -251356 | -1033673 |
Avg Bars in Trades | 79 | 69 | 88 | 79 | 69 | 88 |
Avg Bars in Winners | 91 | 74 | 108 | 91 | 74 | 108 |
Avg Bars in Losers | 61 | 63 | 58 | 61 | 63 | 58 |
Bars Traded | 6884 | 3075 | 3809 | 6884 | 3075 | 3809 |
Profit Streak | 62.1765 | 62.1765 | 66.1765 | 62.1765 | 62.1765 | 66.1765 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452875 | 529730 | -438397 | -190006 | 391961 | -578811 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 9 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 9 } } }
# | 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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