Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137966.7823 | 174411.4316 | -36444.6492 | -49528.0614 | 30019.0432 | -79547.1046 |
Total P&L (%) | 137.9668 | 174.4114 | -36.4446 | -49.5281 | 30.019 | -79.5471 |
Avg Daily Profit (%) | 0.1324 | 0.1674 | -0.035 | -0.0656 | 0.0252 | -0.1522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165719 | -123963 | -138892 | -96336 | -56973 | -91809 |
Profit Factor | 1.1408 | 1.3434 | 0.9228 | 0.9057 | 1.1161 | 0.7018 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 183 | 88 | 95 | 183 | 88 | 95 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 56.3077 | 54.321 | 58.2822 | 56.3077 | 54.321 | 58.2822 |
Ratio Avg Win / Avg Loss | 0.8852 | 1.1297 | 0.6606 | 0.7028 | 0.9385 | 0.5024 |
Largest Winning Trade | 96140 | 96140 | 22413 | 20039 | 20039 | 9783 |
Largest Losing Trade | -49010 | -37584 | -49010 | -36037 | -28103 | -36037 |
Avg Bars in Trades | 74 | 91 | 57 | 74 | 91 | 57 |
Avg Bars in Winners | 47 | 53 | 42 | 47 | 53 | 42 |
Avg Bars in Losers | 108 | 136 | 77 | 108 | 136 | 77 |
Bars Traded | 24105 | 14809 | 9295 | 24105 | 14809 | 9295 |
Profit Streak | 7.7098 | 7.7098 | 31.2931 | 7.7098 | 7.7098 | 31.2931 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79486 | 332005 | -577904 | -576699 | -255280 | -577904 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 237, "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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