Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848745.5771 | 808448.275 | 40297.3021 | 179934.783 | 447889.8314 | -267955.0484 |
Total P&L (%) | 848.7456 | 808.4483 | 40.2973 | 179.9348 | 447.8898 | -267.955 |
Avg Daily Profit (%) | 0.4547 | 0.4331 | 0.0216 | 0.0552 | 0.0912 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -272579 | -140906 | -163716 | -1417394 | -771616 | -736575 |
Profit Factor | 1.9356 | 2.4579 | 1.1143 | 1.0753 | 1.3443 | 0.754 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 76 | 43 | 33 | 76 | 43 | 33 |
Profitability (%) | 44.5255 | 36.7647 | 52.1739 | 44.5255 | 36.7647 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.4116 | 4.2276 | 1.0214 | 1.3397 | 2.3121 | 0.6912 |
Largest Winning Trade | 470338 | 470338 | 41341 | 676574 | 676574 | 174371 |
Largest Losing Trade | -41612 | -41612 | -38178 | -309340 | -309340 | -165966 |
Avg Bars in Trades | 50 | 68 | 33 | 50 | 68 | 33 |
Avg Bars in Winners | 59 | 87 | 39 | 59 | 87 | 39 |
Avg Bars in Losers | 43 | 57 | 25 | 43 | 57 | 25 |
Bars Traded | 6936 | 4644 | 2292 | 6936 | 4644 | 2292 |
Profit Streak | 94.3064 | 94.3064 | 119.5564 | 94.3064 | 94.3064 | 119.5564 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485390 | -99332 | -361089 | -257389 | -183844 | -680824 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 50 } }, "second_band": { "type": "midpoint", "factors": { "length": 177, "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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