Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407993.2965 | 329324.6845 | 78668.612 | 424258.961 | 417490.1855 | 6768.7754 |
Total P&L (%) | 407.9933 | 329.3247 | 78.6686 | 424.259 | 417.4902 | 6.7688 |
Avg Daily Profit (%) | 0.286 | 0.2309 | 0.0551 | 0.1162 | 0.1153 | 0.0046 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123208 | -67928 | -63937 | -1292477 | -792785 | -707003 |
Profit Factor | 1.7016 | 1.9229 | 1.3501 | 1.125 | 1.204 | 1.005 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 58 | 32 | 26 | 58 | 32 | 26 |
Profitability (%) | 52.0661 | 46.6667 | 57.377 | 52.0661 | 46.6667 | 57.377 |
Ratio Avg Win / Avg Loss | 1.5666 | 2.1976 | 1.003 | 1.0357 | 1.376 | 0.7466 |
Largest Winning Trade | 132596 | 132596 | 26605 | 565427 | 565427 | 315509 |
Largest Losing Trade | -49857 | -49857 | -23429 | -490436 | -490436 | -309318 |
Avg Bars in Trades | 21 | 30 | 13 | 21 | 30 | 13 |
Avg Bars in Winners | 24 | 33 | 17 | 24 | 33 | 17 |
Avg Bars in Losers | 18 | 28 | 6 | 18 | 28 | 6 |
Bars Traded | 2645 | 1841 | 804 | 2645 | 1841 | 804 |
Profit Streak | 14.5184 | 0 | 83.0184 | 14.5184 | 0 | 83.0184 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469380 | -158940 | -277966 | -119433 | -210051 | -728211 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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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