Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1196460.7812 | 910981.615 | 285479.1662 | 231031635.2439 | 201332860.6274 | 29698774.6165 |
Total P&L (%) | 1196.4608 | 910.9816 | 285.4792 | 231031.6352 | 201332.8606 | 29698.7746 |
Avg Daily Profit (%) | 0.6595 | 0.5022 | 0.1574 | 0.4279 | 0.4203 | 0.3145 |
Buy And Hold Return (%) | 628.6483 | 628.6483 | 628.6483 | 628.6483 | 628.6483 | 628.6483 |
Max Trade Drawdown | -55215 | -44715 | -68513 | -207306154 | -108180823 | -142461567 |
Profit Factor | 2.1136 | 2.7823 | 1.5068 | 1.2467 | 1.4447 | 1.0614 |
Total Trades | 436 | 218 | 218 | 436 | 218 | 218 |
Winning Trades | 227 | 110 | 117 | 227 | 110 | 117 |
Losing Trades | 209 | 108 | 101 | 209 | 108 | 101 |
Profitability (%) | 52.0642 | 50.4587 | 53.6697 | 52.0642 | 50.4587 | 53.6697 |
Ratio Avg Win / Avg Loss | 1.946 | 2.7317 | 1.3008 | 1.1478 | 1.4185 | 0.9162 |
Largest Winning Trade | 185736 | 185736 | 55868 | 66009883 | 66009883 | 46308436 |
Largest Losing Trade | -30148 | -25978 | -30148 | -56454467 | -34018310 | -56454467 |
Avg Bars in Trades | 49 | 43 | 55 | 49 | 43 | 55 |
Avg Bars in Winners | 64 | 54 | 74 | 64 | 54 | 74 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 21473 | 9389 | 12084 | 21473 | 9389 | 12084 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395903 | -9478 | -156112 | 442430 | 415212 | -144609 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "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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