Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415534.8678 | 200733.2407 | 214801.6271 | 339706.4267 | -274600.9057 | 614307.3324 |
Total P&L (%) | 415.5349 | 200.7332 | 214.8016 | 339.7064 | -274.6009 | 614.3073 |
Avg Daily Profit (%) | 0.2281 | 0.1102 | 0.1179 | 0.0813 | 0 | 0.108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115126 | -121434 | -56115 | -1646574 | -1674380 | -652657 |
Profit Factor | 1.3233 | 1.3004 | 1.3482 | 1.0309 | 0.9526 | 1.1183 |
Total Trades | 447 | 224 | 223 | 447 | 224 | 223 |
Winning Trades | 213 | 97 | 116 | 213 | 97 | 116 |
Losing Trades | 234 | 127 | 107 | 234 | 127 | 107 |
Profitability (%) | 47.651 | 43.3036 | 52.0179 | 47.651 | 43.3036 | 52.0179 |
Ratio Avg Win / Avg Loss | 1.4538 | 1.7026 | 1.2436 | 1.1326 | 1.2472 | 1.0315 |
Largest Winning Trade | 99103 | 99103 | 52395 | 1011694 | 1011694 | 426156 |
Largest Losing Trade | -48817 | -31578 | -48817 | -285943 | -221927 | -285943 |
Avg Bars in Trades | 48 | 37 | 60 | 48 | 37 | 60 |
Avg Bars in Winners | 62 | 40 | 80 | 62 | 40 | 80 |
Avg Bars in Losers | 36 | 34 | 38 | 36 | 34 | 38 |
Bars Traded | 21722 | 8312 | 13410 | 21722 | 8312 | 13410 |
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 | 342376 | -46673 | -34334 | -269451 | -581098 | -137922 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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