Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749930.3777 | 673511.207 | 76419.1707 | 1175293.2268 | 849341.2323 | 325951.9945 |
Total P&L (%) | 749.9304 | 673.5112 | 76.4192 | 1175.2932 | 849.3412 | 325.952 |
Avg Daily Profit (%) | 0.4078 | 0.3662 | 0.0416 | 0.1385 | 0.1224 | 0.0788 |
Buy And Hold Return (%) | 163.306 | 163.306 | 163.306 | 163.306 | 163.306 | 163.306 |
Max Trade Drawdown | -162574 | -134743 | -92684 | -653684 | -649799 | -366224 |
Profit Factor | 2.8069 | 4.1082 | 1.3853 | 1.6103 | 1.7409 | 1.4182 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 44.7619 | 47.1698 | 42.3077 | 44.7619 | 47.1698 | 42.3077 |
Ratio Avg Win / Avg Loss | 3.4638 | 4.6012 | 1.889 | 1.9872 | 1.9498 | 1.9339 |
Largest Winning Trade | 562024 | 562024 | 46957 | 598024 | 598024 | 256085 |
Largest Losing Trade | -32686 | -32686 | -28117 | -207223 | -207223 | -87847 |
Avg Bars in Trades | 100 | 104 | 96 | 100 | 104 | 96 |
Avg Bars in Winners | 150 | 160 | 138 | 150 | 160 | 138 |
Avg Bars in Losers | 60 | 54 | 66 | 60 | 54 | 66 |
Bars Traded | 10564 | 5540 | 5024 | 10564 | 5540 | 5024 |
Profit Streak | 26.7757 | 246.109 | 0 | 26.7757 | 246.109 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 441310 | -165292 | -484513 | -5871 | -206808 | -275751 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 204 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "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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