Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779004.8595 | 847053.4365 | -68048.5771 | -31824.0447 | 73026.4741 | -104850.5188 |
Total P&L (%) | 779.0049 | 847.0534 | -68.0486 | -31.824 | 73.0265 | -104.8505 |
Avg Daily Profit (%) | 0.3739 | 0.4066 | -0.0327 | -0.0184 | 0.0263 | 0 |
Buy And Hold Return (%) | 185.5373 | 185.5373 | 185.5373 | 185.5373 | 185.5373 | 185.5373 |
Max Trade Drawdown | -215238 | -137718 | -218486 | -131356 | -87451 | -127933 |
Profit Factor | 1.4781 | 2.0325 | 0.9159 | 0.9529 | 1.2015 | 0.665 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 197 | 89 | 108 | 197 | 89 | 108 |
Losing Trades | 256 | 138 | 118 | 256 | 138 | 118 |
Profitability (%) | 43.4879 | 39.207 | 47.7876 | 43.4879 | 39.207 | 47.7876 |
Ratio Avg Win / Avg Loss | 1.9208 | 3.1516 | 1.0007 | 1.2383 | 1.863 | 0.7266 |
Largest Winning Trade | 677774 | 677774 | 54954 | 141128 | 141128 | 18626 |
Largest Losing Trade | -37514 | -37347 | -37514 | -37347 | -37347 | -29991 |
Avg Bars in Trades | 54 | 41 | 68 | 54 | 41 | 68 |
Avg Bars in Winners | 71 | 54 | 84 | 71 | 54 | 84 |
Avg Bars in Losers | 41 | 32 | 52 | 41 | 32 | 52 |
Bars Traded | 24795 | 9427 | 15368 | 24795 | 9427 | 15368 |
Profit Streak | 3.85 | 3.85 | 6.1834 | 3.85 | 3.85 | 6.1834 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349104 | 288829 | -578176 | -579175 | -326820 | -579843 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 179, "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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