Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 738471.6333 | 545306.9749 | 193164.6584 | 8078773.2581 | 2098153.3487 | 5980619.9094 |
Total P&L (%) | 738.4716 | 545.307 | 193.1647 | 8078.7733 | 2098.1533 | 5980.6199 |
Avg Daily Profit (%) | 0.3736 | 0.2759 | 0.0977 | 0.223 | 0.1565 | 0.208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82885 | -55257 | -131109 | -1607868 | -2747505 | -761270 |
Profit Factor | 2.1339 | 2.8111 | 1.5517 | 1.706 | 1.2974 | 2.3627 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Losing Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Profitability (%) | 56.5217 | 57.971 | 55.0725 | 56.5217 | 57.971 | 55.0725 |
Ratio Avg Win / Avg Loss | 1.6415 | 2.0381 | 1.2658 | 1.3123 | 0.9406 | 1.9275 |
Largest Winning Trade | 105673 | 105673 | 81374 | 1814761 | 1533453 | 1814761 |
Largest Losing Trade | -41273 | -41273 | -33219 | -1525865 | -1525865 | -612175 |
Avg Bars in Trades | 55 | 40 | 71 | 55 | 40 | 71 |
Avg Bars in Winners | 66 | 48 | 85 | 66 | 48 | 85 |
Avg Bars in Losers | 41 | 28 | 54 | 41 | 28 | 54 |
Bars Traded | 7698 | 2763 | 4935 | 7698 | 2763 | 4935 |
Profit Streak | 0 | 0 | 565.9532 | 0 | 0 | 565.9532 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532472 | -86595 | -160582 | 416421 | -94580 | -87082 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "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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