Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318710.7796 | 292918.8768 | 25791.9027 | 14820.5694 | 344635.9057 | -329815.3364 |
Total P&L (%) | 318.7108 | 292.9189 | 25.7919 | 14.8206 | 344.6359 | -329.8153 |
Avg Daily Profit (%) | 0.1789 | 0.1644 | 0.0145 | 0.0078 | 0.0838 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139145 | -91343 | -115452 | -790358 | -360751 | -540395 |
Profit Factor | 1.557 | 2.0243 | 1.0901 | 1.0079 | 1.3759 | 0.6551 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 47.7612 | 44.1176 | 51.5152 | 47.7612 | 44.1176 | 51.5152 |
Ratio Avg Win / Avg Loss | 1.703 | 2.5642 | 1.026 | 1.1024 | 1.7428 | 0.6165 |
Largest Winning Trade | 164809 | 164809 | 65863 | 563355 | 563355 | 122518 |
Largest Losing Trade | -43412 | -43412 | -39341 | -304214 | -260894 | -304214 |
Avg Bars in Trades | 76 | 53 | 100 | 76 | 53 | 100 |
Avg Bars in Winners | 115 | 69 | 155 | 115 | 69 | 155 |
Avg Bars in Losers | 40 | 40 | 41 | 40 | 40 | 41 |
Bars Traded | 5122 | 1814 | 3308 | 5122 | 1814 | 3308 |
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 | -111942 | 318923 | -298213 | -532241 | -81764 | -580606 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 174, "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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