Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1198213.8523 | 942895.8029 | 255318.0494 | 120448147.0069 | 92977923.2954 | 27470223.7115 |
Total P&L (%) | 1198.2139 | 942.8958 | 255.318 | 120448.147 | 92977.9233 | 27470.2237 |
Avg Daily Profit (%) | 0.6588 | 0.5184 | 0.1404 | 0.3908 | 0.3765 | 0.3094 |
Buy And Hold Return (%) | 637.168 | 637.168 | 637.168 | 637.168 | 637.168 | 637.168 |
Max Trade Drawdown | -84603 | -48277 | -62591 | -145226856 | -72293752 | -90997342 |
Profit Factor | 2.2343 | 3.0945 | 1.4905 | 1.2351 | 1.3607 | 1.1079 |
Total Trades | 350 | 175 | 175 | 350 | 175 | 175 |
Winning Trades | 174 | 81 | 93 | 174 | 81 | 93 |
Losing Trades | 176 | 94 | 82 | 176 | 94 | 82 |
Profitability (%) | 49.7143 | 46.2857 | 53.1429 | 49.7143 | 46.2857 | 53.1429 |
Ratio Avg Win / Avg Loss | 2.26 | 3.5911 | 1.3142 | 1.2493 | 1.5791 | 0.9769 |
Largest Winning Trade | 246768 | 246768 | 49453 | 50215247 | 50215247 | 32002637 |
Largest Losing Trade | -30148 | -24603 | -30148 | -44001546 | -20858492 | -44001546 |
Avg Bars in Trades | 61 | 53 | 68 | 61 | 53 | 68 |
Avg Bars in Winners | 84 | 74 | 92 | 84 | 74 | 92 |
Avg Bars in Losers | 38 | 35 | 41 | 38 | 35 | 41 |
Bars Traded | 21476 | 9448 | 12027 | 21476 | 9448 | 12027 |
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 | 368805 | -911 | -169410 | 398691 | 361046 | -93731 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 148, "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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