Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709868.6664 | 624776.4518 | 85092.2145 | 1706387.0588 | 1903682.3003 | -197295.2416 |
Total P&L (%) | 709.8687 | 624.7765 | 85.0922 | 1706.3871 | 1903.6823 | -197.2952 |
Avg Daily Profit (%) | 0.3408 | 0.3 | 0.0409 | 0.139 | 0.144 | 0 |
Buy And Hold Return (%) | 86.3281 | 86.3281 | 86.3281 | 86.3281 | 86.3281 | 86.3281 |
Max Trade Drawdown | -191712 | -88099 | -277338 | -4429560 | -3378172 | -2551836 |
Profit Factor | 1.4138 | 1.812 | 1.0899 | 1.0913 | 1.2071 | 0.9792 |
Total Trades | 488 | 244 | 244 | 488 | 244 | 244 |
Winning Trades | 241 | 116 | 125 | 241 | 116 | 125 |
Losing Trades | 247 | 128 | 119 | 247 | 128 | 119 |
Profitability (%) | 49.3852 | 47.541 | 51.2295 | 49.3852 | 47.541 | 51.2295 |
Ratio Avg Win / Avg Loss | 1.449 | 1.9995 | 1.0376 | 1.1184 | 1.3319 | 0.9322 |
Largest Winning Trade | 100884 | 100884 | 61036 | 1568678 | 1568678 | 789796 |
Largest Losing Trade | -38743 | -36504 | -38743 | -1155432 | -1155432 | -1022703 |
Avg Bars in Trades | 50 | 44 | 56 | 50 | 44 | 56 |
Avg Bars in Winners | 63 | 52 | 73 | 63 | 52 | 73 |
Avg Bars in Losers | 38 | 37 | 38 | 38 | 37 | 38 |
Bars Traded | 24705 | 10897 | 13808 | 24705 | 10897 | 13808 |
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 | 443954 | 435409 | -424813 | -124823 | -1064 | -579897 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "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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