Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291589.1221 | 375300.5143 | -83711.3922 | -94182.7693 | 9740.7971 | -103923.5664 |
Total P&L (%) | 291.5891 | 375.3005 | -83.7114 | -94.1828 | 9.7408 | -103.9236 |
Avg Daily Profit (%) | 0.121 | 0.1557 | -0.0347 | -0.1179 | 0.0039 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -237820 | -143470 | -198509 | -286840 | -215674 | -126279 |
Profit Factor | 1.1683 | 1.4138 | 0.8986 | 0.9107 | 1.0164 | 0.7747 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Losing Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Profitability (%) | 49.5601 | 50 | 49.1228 | 49.5601 | 50 | 49.1228 |
Ratio Avg Win / Avg Loss | 1.1891 | 1.4138 | 0.9306 | 0.9269 | 1.0164 | 0.8024 |
Largest Winning Trade | 208749 | 208749 | 33362 | 74723 | 74723 | 30600 |
Largest Losing Trade | -71089 | -52631 | -71089 | -84220 | -84220 | -52276 |
Avg Bars in Trades | 20 | 27 | 14 | 20 | 27 | 14 |
Avg Bars in Winners | 22 | 27 | 16 | 22 | 27 | 16 |
Avg Bars in Losers | 19 | 27 | 12 | 19 | 27 | 12 |
Bars Traded | 7154 | 4686 | 2469 | 7154 | 4686 | 2469 |
Profit Streak | 27.782 | 27.782 | 28.1153 | 27.782 | 27.782 | 28.1153 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -63448 | 347237 | -579036 | -577349 | -554298 | -579036 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 52, "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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