Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407624.2139 | 366203.8293 | 41420.3846 | 680154.4458 | 838227.7081 | -158073.2623 |
Total P&L (%) | 407.6242 | 366.2038 | 41.4204 | 680.1544 | 838.2277 | -158.0733 |
Avg Daily Profit (%) | 0.2887 | 0.2594 | 0.0293 | 0.1456 | 0.1587 | 0 |
Buy And Hold Return (%) | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 | 65.2186 |
Max Trade Drawdown | -105952 | -50478 | -126312 | -1464539 | -682739 | -1309251 |
Profit Factor | 1.8692 | 2.7402 | 1.1602 | 1.1499 | 1.3774 | 0.9318 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 48.1013 | 52.5 | 43.5897 | 48.1013 | 52.5 | 43.5897 |
Ratio Avg Win / Avg Loss | 2.0168 | 2.4792 | 1.5015 | 1.2406 | 1.2462 | 1.2058 |
Largest Winning Trade | 121524 | 121524 | 66905 | 713778 | 713778 | 644744 |
Largest Losing Trade | -29106 | -26378 | -29106 | -501906 | -501906 | -352953 |
Avg Bars in Trades | 50 | 37 | 63 | 50 | 37 | 63 |
Avg Bars in Winners | 55 | 42 | 70 | 55 | 42 | 70 |
Avg Bars in Losers | 45 | 32 | 58 | 45 | 32 | 58 |
Bars Traded | 3983 | 1501 | 2482 | 3983 | 1501 | 2482 |
Profit Streak | 0 | 0 | 499.2877 | 0 | 0 | 499.2877 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20588 | 460295 | -364534 | -85957 | 309363 | -580999 |
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{ "first_band": { "type": "midprice", "factors": { "length": 128, "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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