Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 585376.1594 | 546129.5739 | 39246.5855 | 1636172.8675 | 3408607.6701 | -1772434.8026 |
Total P&L (%) | 585.3762 | 546.1296 | 39.2466 | 1636.1729 | 3408.6077 | -1772.4348 |
Avg Daily Profit (%) | 0.3223 | 0.3007 | 0.0216 | 0.1573 | 0.1961 | 0 |
Buy And Hold Return (%) | 572.0925 | 572.0925 | 572.0925 | 572.0925 | 572.0925 | 572.0925 |
Max Trade Drawdown | -88020 | -85976 | -88632 | -1921515 | -953700 | -2281973 |
Profit Factor | 1.3631 | 1.7134 | 1.0464 | 1.0762 | 1.355 | 0.8505 |
Total Trades | 608 | 304 | 304 | 608 | 304 | 304 |
Winning Trades | 297 | 150 | 147 | 297 | 150 | 147 |
Losing Trades | 311 | 154 | 157 | 311 | 154 | 157 |
Profitability (%) | 48.8487 | 49.3421 | 48.3553 | 48.8487 | 49.3421 | 48.3553 |
Ratio Avg Win / Avg Loss | 1.4273 | 1.759 | 1.1175 | 1.127 | 1.3911 | 0.9084 |
Largest Winning Trade | 98837 | 98837 | 42913 | 844555 | 844555 | 455375 |
Largest Losing Trade | -32121 | -32121 | -26778 | -462249 | -338300 | -462249 |
Avg Bars in Trades | 35 | 30 | 40 | 35 | 30 | 40 |
Avg Bars in Winners | 42 | 33 | 51 | 42 | 33 | 51 |
Avg Bars in Losers | 29 | 28 | 30 | 29 | 28 | 30 |
Bars Traded | 21562 | 9343 | 12218 | 21562 | 9343 | 12218 |
Profit Streak | 0 | 14.0436 | 0 | 0 | 14.0436 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146272 | -152257 | -498914 | -129496 | 327753 | -580383 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 86, "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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