Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502064.8945 | 392246.2701 | 109818.6244 | 483261.3014 | -100561.472 | 583822.7734 |
Total P&L (%) | 502.0649 | 392.2463 | 109.8186 | 483.2613 | -100.5615 | 583.8228 |
Avg Daily Profit (%) | 0.3103 | 0.2424 | 0.0679 | 0.1091 | 0 | 0.1189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134889 | -123128 | -162921 | -1305415 | -1011301 | -631447 |
Profit Factor | 1.3091 | 1.5117 | 1.1281 | 1.0603 | 0.9732 | 1.1373 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 249 | 122 | 127 | 249 | 122 | 127 |
Losing Trades | 295 | 150 | 145 | 295 | 150 | 145 |
Profitability (%) | 45.7721 | 44.8529 | 46.6912 | 45.7721 | 44.8529 | 46.6912 |
Ratio Avg Win / Avg Loss | 1.551 | 1.8586 | 1.288 | 1.2562 | 1.1966 | 1.2985 |
Largest Winning Trade | 91521 | 91521 | 35909 | 402678 | 164694 | 402678 |
Largest Losing Trade | -51920 | -27057 | -51920 | -220389 | -124406 | -220389 |
Avg Bars in Trades | 35 | 29 | 41 | 35 | 29 | 41 |
Avg Bars in Winners | 39 | 31 | 46 | 39 | 31 | 46 |
Avg Bars in Losers | 31 | 27 | 36 | 31 | 27 | 36 |
Bars Traded | 19129 | 7961 | 11168 | 19129 | 7961 | 11168 |
Profit Streak | 0 | 0 | 496.9008 | 0 | 0 | 496.9008 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411465 | 346166 | -181793 | -200366 | -579967 | -103228 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 93, "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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