Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 514759.6339 | 265526.3041 | 249233.3298 | 3113476.6421 | 674286.4808 | 2439190.1612 |
Total P&L (%) | 514.7596 | 265.5263 | 249.2333 | 3113.4766 | 674.2865 | 2439.1902 |
Avg Daily Profit (%) | 0.4586 | 0.2365 | 0.222 | 0.3096 | 0.1825 | 0.2885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81887 | -51042 | -47781 | -4188186 | -2645054 | -2194868 |
Profit Factor | 1.6284 | 1.6201 | 1.6376 | 1.1979 | 1.0846 | 1.3143 |
Total Trades | 476 | 238 | 238 | 476 | 238 | 238 |
Winning Trades | 250 | 116 | 134 | 250 | 116 | 134 |
Losing Trades | 226 | 122 | 104 | 226 | 122 | 104 |
Profitability (%) | 52.521 | 48.7395 | 56.3025 | 52.521 | 48.7395 | 56.3025 |
Ratio Avg Win / Avg Loss | 1.4721 | 1.7039 | 1.271 | 1.0829 | 1.1407 | 1.0201 |
Largest Winning Trade | 179378 | 179378 | 29177 | 1314195 | 1162275 | 1314195 |
Largest Losing Trade | -19200 | -18142 | -19200 | -948585 | -531287 | -948585 |
Avg Bars in Trades | 27 | 20 | 35 | 27 | 20 | 35 |
Avg Bars in Winners | 29 | 19 | 38 | 29 | 19 | 38 |
Avg Bars in Losers | 26 | 21 | 31 | 26 | 21 | 31 |
Bars Traded | 13287 | 4886 | 8401 | 13287 | 4886 | 8401 |
Profit Streak | 0 | 5.1975 | 0 | 0 | 5.1975 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551225 | 455739 | 407010 | 332886 | -117922 | 377013 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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