Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 643679.1069 | 405430.0897 | 238249.0172 | 960871.5371 | -190335.2119 | 1151206.749 |
Total P&L (%) | 643.6791 | 405.4301 | 238.249 | 960.8715 | -190.3352 | 1151.2067 |
Avg Daily Profit (%) | 0.3532 | 0.2225 | 0.1307 | 0.1297 | 0 | 0.1387 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108434 | -162260 | -39001 | -1611601 | -1331927 | -460916 |
Profit Factor | 1.5038 | 1.5418 | 1.4502 | 1.1105 | 0.9605 | 1.297 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 204 | 84 | 120 | 204 | 84 | 120 |
Losing Trades | 272 | 154 | 118 | 272 | 154 | 118 |
Profitability (%) | 42.8571 | 35.2941 | 50.4202 | 42.8571 | 35.2941 | 50.4202 |
Ratio Avg Win / Avg Loss | 2.0051 | 2.8266 | 1.4261 | 1.4807 | 1.7609 | 1.2754 |
Largest Winning Trade | 306451 | 306451 | 31905 | 692136 | 692136 | 479089 |
Largest Losing Trade | -23152 | -23152 | -17283 | -289265 | -251957 | -289265 |
Avg Bars in Trades | 11 | 14 | 8 | 11 | 14 | 8 |
Avg Bars in Winners | 16 | 24 | 10 | 16 | 24 | 10 |
Avg Bars in Losers | 7 | 9 | 6 | 7 | 9 | 6 |
Bars Traded | 5409 | 3474 | 1935 | 5409 | 3474 | 1935 |
Profit Streak | 10.5894 | 11.5894 | 0 | 10.5894 | 11.5894 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447317 | 229128 | -16463 | -117782 | -582121 | -6304 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 19, "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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