Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2088464.2868 | 2015879.878 | 72584.4088 | 35207184.976 | 140604816.9587 | -105397631.9827 |
Total P&L (%) | 2088.4643 | 2015.8799 | 72.5844 | 35207.185 | 140604.817 | -105397.632 |
Avg Daily Profit (%) | 0.9195 | 0.8876 | 0.032 | 0.2586 | 0.3197 | 0 |
Buy And Hold Return (%) | 8441.8304 | 8441.8304 | 8441.8304 | 8441.8304 | 8441.8304 | 8441.8304 |
Max Trade Drawdown | -214728 | -122439 | -160695 | -371398990 | -187012197 | -255532474 |
Profit Factor | 2.3991 | 3.3672 | 1.1132 | 1.034 | 1.2759 | 0.7997 |
Total Trades | 501 | 250 | 251 | 501 | 250 | 251 |
Winning Trades | 252 | 122 | 130 | 252 | 122 | 130 |
Losing Trades | 249 | 128 | 121 | 249 | 128 | 121 |
Profitability (%) | 50.2994 | 48.8 | 51.7928 | 50.2994 | 48.8 | 51.7928 |
Ratio Avg Win / Avg Loss | 2.3706 | 3.5328 | 1.0362 | 1.0217 | 1.3386 | 0.7443 |
Largest Winning Trade | 960167 | 960167 | 37198 | 66398107 | 66398107 | 39962017 |
Largest Losing Trade | -53653 | -32630 | -53653 | -77574814 | -77574814 | -56964155 |
Avg Bars in Trades | 17 | 25 | 10 | 17 | 25 | 10 |
Avg Bars in Winners | 20 | 28 | 12 | 20 | 28 | 12 |
Avg Bars in Losers | 15 | 22 | 8 | 15 | 22 | 8 |
Bars Traded | 9012 | 6420 | 2592 | 9012 | 6420 | 2592 |
Profit Streak | 6.4002 | 0 | 9.9002 | 6.4002 | 0 | 9.9002 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144311 | -145533 | -410025 | -173044 | 344189 | -578846 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 46, "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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