Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308587.5639 | 285871.2371 | 22716.3267 | 10525.3996 | -31421.3769 | 41946.7766 |
Total P&L (%) | 308.5876 | 285.8712 | 22.7163 | 10.5254 | -31.4214 | 41.9468 |
Avg Daily Profit (%) | 0.1658 | 0.1536 | 0.0122 | 0.0054 | -0.0203 | 0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180297 | -133864 | -103755 | -606468 | -420534 | -314877 |
Profit Factor | 1.3623 | 1.6947 | 1.0516 | 1.006 | 0.9636 | 1.0472 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 84 | 39 | 45 | 84 | 39 | 45 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 53.1646 | 49.3671 | 56.962 | 53.1646 | 49.3671 | 56.962 |
Ratio Avg Win / Avg Loss | 1.2002 | 1.7381 | 0.7946 | 0.8862 | 0.9883 | 0.7912 |
Largest Winning Trade | 118484 | 118484 | 69038 | 266012 | 169097 | 266012 |
Largest Losing Trade | -41917 | -28993 | -41917 | -230546 | -114910 | -230546 |
Avg Bars in Trades | 45 | 33 | 57 | 45 | 33 | 57 |
Avg Bars in Winners | 52 | 39 | 64 | 52 | 39 | 64 |
Avg Bars in Losers | 37 | 27 | 48 | 37 | 27 | 48 |
Bars Traded | 7210 | 2670 | 4540 | 7210 | 2670 | 4540 |
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 | 325125 | -16769 | -372811 | -549425 | -607982 | -365866 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 105, "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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