Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1366721.61 | 1263762.4505 | 102959.1595 | 4585157.7901 | 912257.9125 | 3672899.8776 |
Total P&L (%) | 1366.7216 | 1263.7625 | 102.9592 | 4585.1578 | 912.2579 | 3672.8999 |
Avg Daily Profit (%) | 0.5463 | 0.5052 | 0.0412 | 0.1539 | 0.0926 | 0.1452 |
Buy And Hold Return (%) | 371.2745 | 371.2745 | 371.2745 | 371.2745 | 371.2745 | 371.2745 |
Max Trade Drawdown | -74338 | -71643 | -66452 | -4717688 | -3787729 | -3223585 |
Profit Factor | 2.9929 | 4.7328 | 1.2965 | 1.2236 | 1.0759 | 1.4326 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 69 | 30 | 39 | 69 | 30 | 39 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 45.6954 | 39.4737 | 52 | 45.6954 | 39.4737 | 52 |
Ratio Avg Win / Avg Loss | 3.5568 | 7.257 | 1.1968 | 1.4541 | 1.6497 | 1.3224 |
Largest Winning Trade | 870873 | 870873 | 49245 | 3081240 | 3081240 | 2176273 |
Largest Losing Trade | -61796 | -30854 | -61796 | -1318979 | -1318979 | -1024940 |
Avg Bars in Trades | 97 | 88 | 106 | 97 | 88 | 106 |
Avg Bars in Winners | 147 | 153 | 143 | 147 | 153 | 143 |
Avg Bars in Losers | 55 | 45 | 66 | 55 | 45 | 66 |
Bars Traded | 14724 | 6701 | 8023 | 14724 | 6701 | 8023 |
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 | 479728 | -38058 | -360345 | 229602 | -262262 | -54559 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 119 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 45, "offset": 119 } }, "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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