Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505768.3046 | 446248.6444 | 59519.6602 | 1477430.1956 | 1330544.298 | 146885.8977 |
Total P&L (%) | 505.7683 | 446.2486 | 59.5197 | 1477.4302 | 1330.5443 | 146.8859 |
Avg Daily Profit (%) | 0.3582 | 0.316 | 0.0422 | 0.1955 | 0.1886 | 0.064 |
Buy And Hold Return (%) | 66.5669 | 66.5669 | 66.5669 | 66.5669 | 66.5669 | 66.5669 |
Max Trade Drawdown | -83540 | -81434 | -50569 | -792455 | -551919 | -466801 |
Profit Factor | 2.0336 | 2.7386 | 1.2558 | 1.5171 | 1.8591 | 1.1123 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 54.8387 | 57.4468 | 52.1739 | 54.8387 | 57.4468 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.6747 | 2.0286 | 1.1512 | 1.2494 | 1.3771 | 1.0196 |
Largest Winning Trade | 151619 | 151619 | 63770 | 709313 | 709313 | 362797 |
Largest Losing Trade | -38700 | -29082 | -38700 | -252509 | -252509 | -202678 |
Avg Bars in Trades | 43 | 33 | 53 | 43 | 33 | 53 |
Avg Bars in Winners | 52 | 38 | 69 | 52 | 38 | 69 |
Avg Bars in Losers | 31 | 25 | 36 | 31 | 25 | 36 |
Bars Traded | 4001 | 1551 | 2450 | 4001 | 1551 | 2450 |
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 | 508683 | 528746 | -302210 | 370281 | 410547 | -209628 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 99, "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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