Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140492.9629 | 342300.5361 | -201807.5732 | -102645.3528 | -63592.4496 | -39052.9032 |
Total P&L (%) | 140.493 | 342.3005 | -201.8076 | -102.6454 | -63.5925 | -39.0529 |
Avg Daily Profit (%) | 0.0756 | 0.1842 | -0.1086 | 0 | -0.0544 | -0.0266 |
Buy And Hold Return (%) | 102.7491 | 102.7491 | 102.7491 | 102.7491 | 102.7491 | 102.7491 |
Max Trade Drawdown | -272122 | -89289 | -245089 | -278377 | -156703 | -127139 |
Profit Factor | 1.1567 | 2.1194 | 0.6584 | 0.7956 | 0.7008 | 0.8651 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 55 | 27 | 28 | 40 | 21 | 19 |
Losing Trades | 42 | 22 | 20 | 57 | 28 | 29 |
Profitability (%) | 56.701 | 55.102 | 58.3333 | 41.2371 | 42.8571 | 39.5833 |
Ratio Avg Win / Avg Loss | 0.8833 | 1.727 | 0.4703 | 1.1337 | 0.9343 | 1.3205 |
Largest Winning Trade | 131515 | 131515 | 73484 | 81026 | 60738 | 81026 |
Largest Losing Trade | -128611 | -34413 | -128611 | -102589 | -39991 | -102589 |
Avg Bars in Trades | 37 | 30 | 44 | 37 | 30 | 44 |
Avg Bars in Winners | 43 | 32 | 54 | 28 | 27 | 28 |
Avg Bars in Losers | 28 | 26 | 29 | 43 | 32 | 54 |
Bars Traded | 3599 | 1477 | 2122 | 3599 | 1477 | 2122 |
Profit Streak | 0 | 0 | 78.8646 | 14.8646 | 149.3646 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192185 | 340478 | -578645 | -581673 | -582016 | -583073 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "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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