Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2037990.1761 | 1920339.9698 | 117650.2062 | 78821158.1561 | 96479091.4284 | -17657933.2723 |
Total P&L (%) | 2037.9902 | 1920.34 | 117.6502 | 78821.1582 | 96479.0914 | -17657.9333 |
Avg Daily Profit (%) | 0.9028 | 0.8506 | 0.0521 | 0.2959 | 0.3049 | 0 |
Buy And Hold Return (%) | 7908.6694 | 7908.6694 | 7908.6694 | 7908.6694 | 7908.6694 | 7908.6694 |
Max Trade Drawdown | -101948 | -96204 | -95438 | -194775797 | -137011063 | -144799643 |
Profit Factor | 2.4064 | 3.2712 | 1.1949 | 1.0942 | 1.2001 | 0.9502 |
Total Trades | 515 | 257 | 258 | 515 | 257 | 258 |
Winning Trades | 259 | 127 | 132 | 259 | 127 | 132 |
Losing Trades | 256 | 130 | 126 | 256 | 130 | 126 |
Profitability (%) | 50.2913 | 49.4163 | 51.1628 | 50.2913 | 49.4163 | 51.1628 |
Ratio Avg Win / Avg Loss | 2.3785 | 3.3484 | 1.1406 | 1.0815 | 1.2284 | 0.907 |
Largest Winning Trade | 971431 | 971431 | 34515 | 81000441 | 81000441 | 33774364 |
Largest Losing Trade | -39066 | -32630 | -39066 | -61636877 | -61636877 | -29377606 |
Avg Bars in Trades | 17 | 24 | 9 | 17 | 24 | 9 |
Avg Bars in Winners | 19 | 27 | 11 | 19 | 27 | 11 |
Avg Bars in Losers | 15 | 22 | 8 | 15 | 22 | 8 |
Bars Traded | 8948 | 6389 | 2559 | 8948 | 6389 | 2559 |
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 | -144931 | -145474 | -293995 | -105031 | 332907 | -579555 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 44, "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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