Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408000.196 | 355339.6967 | 52660.4993 | 177593.3285 | 70973.859 | 106619.4696 |
Total P&L (%) | 408.0002 | 355.3397 | 52.6605 | 177.5933 | 70.9739 | 106.6195 |
Avg Daily Profit (%) | 0.1628 | 0.1418 | 0.021 | 0.0408 | 0.0214 | 0.029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130991 | -121327 | -115071 | -215843 | -154269 | -160900 |
Profit Factor | 1.6163 | 2.2181 | 1.1422 | 1.1876 | 1.1556 | 1.2173 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 49.5327 | 46.2963 | 52.8302 | 49.5327 | 46.2963 | 52.8302 |
Ratio Avg Win / Avg Loss | 1.6468 | 2.5729 | 1.0198 | 1.21 | 1.3405 | 1.0868 |
Largest Winning Trade | 181042 | 181042 | 55776 | 140901 | 115984 | 140901 |
Largest Losing Trade | -55549 | -33621 | -55549 | -121717 | -58364 | -121717 |
Avg Bars in Trades | 45 | 31 | 58 | 45 | 31 | 58 |
Avg Bars in Winners | 48 | 36 | 58 | 48 | 36 | 58 |
Avg Bars in Losers | 41 | 27 | 58 | 41 | 27 | 58 |
Bars Traded | 4816 | 1713 | 3103 | 4816 | 1713 | 3103 |
Profit Streak | 0 | 0 | 40.3017 | 0 | 0 | 40.3017 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376778 | -180982 | -408286 | -152556 | -395092 | -332864 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 142, "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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