Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596879.9422 | 443513.2356 | 153366.7066 | 5632885.7983 | 2772723.4398 | 2860162.3585 |
Total P&L (%) | 596.8799 | 443.5132 | 153.3667 | 5632.8858 | 2772.7234 | 2860.1624 |
Avg Daily Profit (%) | 0.302 | 0.2244 | 0.0776 | 0.205 | 0.17 | 0.1715 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54004 | -39574 | -97551 | -2359847 | -1658430 | -1620429 |
Profit Factor | 3.0851 | 5.9023 | 1.7833 | 2.152 | 2.4292 | 1.9696 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 55.6962 | 57.5 | 53.8462 | 55.6962 | 57.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.454 | 4.3626 | 1.5285 | 1.7118 | 1.7955 | 1.6883 |
Largest Winning Trade | 92005 | 92005 | 80270 | 1680596 | 1528800 | 1680596 |
Largest Losing Trade | -35306 | -18065 | -35306 | -1324255 | -709808 | -1324255 |
Avg Bars in Trades | 93 | 73 | 113 | 93 | 73 | 113 |
Avg Bars in Winners | 126 | 96 | 159 | 126 | 96 | 159 |
Avg Bars in Losers | 51 | 43 | 60 | 51 | 43 | 60 |
Bars Traded | 7379 | 2947 | 4432 | 7379 | 2947 | 4432 |
Profit Streak | 582.4145 | 631.4145 | 0 | 582.4145 | 631.4145 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15152 | 656793 | -85458 | -17781 | 517251 | 433988 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 19 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 204, "offset": 19 } }, "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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