Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -945055.5707 | 88189.3028 | -1033244.8736 | -1800192.0468 | -9152597.204 | 7352405.1572 |
Total P&L (%) | -945.0556 | 88.1893 | -1033.2449 | -1800.192 | -9152.5972 | 7352.4052 |
Avg Daily Profit (%) | -0.5181 | 0.0483 | -0.5664 | 0 | 0 | 0.2366 |
Buy And Hold Return (%) | 756.9054 | 756.9054 | 756.9054 | 756.9054 | 756.9054 | 756.9054 |
Max Trade Drawdown | -1167514 | -179118 | -1142856 | -16465852 | -13267675 | -5786209 |
Profit Factor | 0.4389 | 1.2942 | 0.2537 | 0.9487 | 0.519 | 1.4572 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 56 | 26 | 30 | 41 | 17 | 24 |
Losing Trades | 42 | 23 | 19 | 57 | 32 | 25 |
Profitability (%) | 57.1429 | 53.0612 | 61.2245 | 41.8367 | 34.6939 | 48.9796 |
Ratio Avg Win / Avg Loss | 0.3291 | 1.1449 | 0.1607 | 1.319 | 0.977 | 1.5179 |
Largest Winning Trade | 61068 | 44482 | 61068 | 16357239 | 3883482 | 16357239 |
Largest Losing Trade | -617288 | -76145 | -617288 | -10025149 | -10025149 | -4575450 |
Avg Bars in Trades | 72 | 71 | 73 | 72 | 71 | 73 |
Avg Bars in Winners | 45 | 45 | 44 | 70 | 78 | 64 |
Avg Bars in Losers | 109 | 100 | 119 | 74 | 68 | 81 |
Bars Traded | 7115 | 3509 | 3605 | 7115 | 3509 | 3605 |
Profit Streak | 0 | 0 | 0 | 12.7238 | 12.7238 | 18.2238 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579591 | -293585 | -579226 | -580942 | -586021 | 420478 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 86 } } }
# | 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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