Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 203774.1892 | 138527.2997 | 65246.8895 | -69321.6106 | 22144.4773 | -91466.0879 |
Total P&L (%) | 203.7742 | 138.5273 | 65.2469 | -69.3216 | 22.1445 | -91.4661 |
Avg Daily Profit (%) | 0.1496 | 0.1017 | 0.0479 | -0.0867 | 0.0147 | -0.1805 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159432 | -64044 | -148486 | -308396 | -149208 | -294542 |
Profit Factor | 1.2114 | 1.3864 | 1.1078 | 0.9277 | 1.0607 | 0.8461 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 129 | 59 | 70 | 129 | 59 | 70 |
Losing Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Profitability (%) | 60.5634 | 55.1402 | 66.0377 | 60.5634 | 55.1402 | 66.0377 |
Ratio Avg Win / Avg Loss | 0.7888 | 1.1279 | 0.5697 | 0.6041 | 0.863 | 0.4351 |
Largest Winning Trade | 34464 | 33600 | 34464 | 73514 | 53424 | 73514 |
Largest Losing Trade | -88092 | -30283 | -88092 | -217522 | -58299 | -217522 |
Avg Bars in Trades | 18 | 12 | 25 | 18 | 12 | 25 |
Avg Bars in Winners | 18 | 10 | 24 | 18 | 10 | 24 |
Avg Bars in Losers | 19 | 13 | 26 | 19 | 13 | 26 |
Bars Traded | 3993 | 1304 | 2689 | 3993 | 1304 | 2689 |
Profit Streak | 5.9346 | 5.9346 | 16.6012 | 5.9346 | 5.9346 | 16.6012 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305556 | -55209 | -229693 | -576845 | -332717 | -577624 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 47, "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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