Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742968.3907 | 677876.5034 | 65091.8873 | 1044533.5158 | 882451.6947 | 162081.8211 |
Total P&L (%) | 742.9684 | 677.8765 | 65.0919 | 1044.5335 | 882.4517 | 162.0818 |
Avg Daily Profit (%) | 0.4016 | 0.3664 | 0.0352 | 0.1318 | 0.1236 | 0.0521 |
Buy And Hold Return (%) | 68.6961 | 68.6961 | 68.6961 | 68.6961 | 68.6961 | 68.6961 |
Max Trade Drawdown | -72844 | -72680 | -49765 | -476898 | -475527 | -425542 |
Profit Factor | 3.3549 | 5.1504 | 1.4277 | 1.4987 | 1.8473 | 1.1539 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 50.7042 | 55.5556 | 45.7143 | 50.7042 | 55.5556 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.2617 | 4.1203 | 1.6954 | 1.4571 | 1.4779 | 1.3703 |
Largest Winning Trade | 607160 | 607160 | 47635 | 575578 | 575578 | 357099 |
Largest Losing Trade | -34672 | -26574 | -34672 | -276210 | -218216 | -276210 |
Avg Bars in Trades | 98 | 90 | 106 | 98 | 90 | 106 |
Avg Bars in Winners | 144 | 113 | 183 | 144 | 113 | 183 |
Avg Bars in Losers | 51 | 62 | 41 | 51 | 62 | 41 |
Bars Traded | 6995 | 3267 | 3728 | 6995 | 3267 | 3728 |
Profit Streak | 0 | 0 | 104.6861 | 0 | 0 | 104.6861 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75011 | 650987 | -310817 | -106504 | -24521 | -180172 |
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{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 16 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 16 } }, "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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