Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478288.0003 | 428619.2736 | 49668.7266 | 196199.7302 | -295385.5364 | 491585.2666 |
Total P&L (%) | 478.288 | 428.6193 | 49.6687 | 196.1997 | -295.3855 | 491.5853 |
Avg Daily Profit (%) | 0.242 | 0.2168 | 0.0251 | 0.0549 | 0 | 0.09 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142606 | -108854 | -139932 | -1833307 | -1724066 | -690180 |
Profit Factor | 1.7117 | 2.3061 | 1.1444 | 1.0414 | 0.8981 | 1.2673 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 43.9655 | 37.931 | 50 | 43.9655 | 37.931 | 50 |
Ratio Avg Win / Avg Loss | 2.1816 | 3.7736 | 1.1444 | 1.3273 | 1.4697 | 1.2673 |
Largest Winning Trade | 170850 | 170850 | 65703 | 801563 | 778463 | 801563 |
Largest Losing Trade | -64417 | -29468 | -64417 | -608933 | -608933 | -573388 |
Avg Bars in Trades | 66 | 65 | 67 | 66 | 65 | 67 |
Avg Bars in Winners | 106 | 116 | 97 | 106 | 116 | 97 |
Avg Bars in Losers | 35 | 34 | 37 | 35 | 34 | 37 |
Bars Traded | 7731 | 3824 | 3907 | 7731 | 3824 | 3907 |
Profit Streak | 0 | 0 | 496.9718 | 0 | 0 | 496.9718 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330654 | -172870 | -401772 | -296565 | -764137 | -252435 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 85 } }, "second_band": { "type": "midpoint", "factors": { "length": 33, "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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