Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773034.7245 | 766441.9501 | 6592.7743 | 9210396.367 | 29438674.4671 | -20228278.1001 |
Total P&L (%) | 773.0347 | 766.442 | 6.5928 | 9210.3964 | 29438.6745 | -20228.2781 |
Avg Daily Profit (%) | 0.4151 | 0.4115 | 0.0035 | 0.2437 | 0.3059 | 0 |
Buy And Hold Return (%) | 7012.8349 | 7012.8349 | 7012.8349 | 7012.8349 | 7012.8349 | 7012.8349 |
Max Trade Drawdown | -90792 | -68114 | -147729 | -18939845 | -6764460 | -27989670 |
Profit Factor | 1.5655 | 2.3167 | 1.0084 | 1.0734 | 1.5262 | 0.7093 |
Total Trades | 478 | 239 | 239 | 478 | 239 | 239 |
Winning Trades | 222 | 113 | 109 | 222 | 113 | 109 |
Losing Trades | 256 | 126 | 130 | 256 | 126 | 130 |
Profitability (%) | 46.4435 | 47.2803 | 45.6067 | 46.4435 | 47.2803 | 45.6067 |
Ratio Avg Win / Avg Loss | 1.8053 | 2.5832 | 1.2027 | 1.2378 | 1.7018 | 0.8459 |
Largest Winning Trade | 88697 | 88697 | 41361 | 7463502 | 7463502 | 4272415 |
Largest Losing Trade | -25220 | -21758 | -25220 | -2967177 | -2289212 | -2967177 |
Avg Bars in Trades | 46 | 44 | 48 | 46 | 44 | 48 |
Avg Bars in Winners | 62 | 61 | 63 | 62 | 61 | 63 |
Avg Bars in Losers | 32 | 28 | 35 | 32 | 28 | 35 |
Bars Traded | 22082 | 10551 | 11531 | 22082 | 10551 | 11531 |
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 | -151969 | -151883 | -566164 | -198571 | 328007 | -581791 |
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{ "first_band": { "type": "midprice", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 115, "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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