Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688617.1862 | 535752.9032 | 152864.2829 | 5693468.6211 | 2575390.5242 | 3118078.0969 |
Total P&L (%) | 688.6172 | 535.7529 | 152.8643 | 5693.4686 | 2575.3905 | 3118.0781 |
Avg Daily Profit (%) | 0.3484 | 0.271 | 0.0773 | 0.2056 | 0.1664 | 0.1758 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85287 | -49212 | -133979 | -1021830 | -1368737 | -1215200 |
Profit Factor | 2.6821 | 3.9046 | 1.6796 | 2.182 | 1.9671 | 2.4478 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.3171 | 58.5366 | 56.0976 | 57.3171 | 58.5366 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.9973 | 2.7657 | 1.3145 | 1.6249 | 1.3934 | 1.9157 |
Largest Winning Trade | 120821 | 120821 | 79202 | 1564530 | 1552425 | 1564530 |
Largest Losing Trade | -49212 | -49212 | -32529 | -867805 | -540438 | -867805 |
Avg Bars in Trades | 89 | 71 | 108 | 89 | 71 | 108 |
Avg Bars in Winners | 105 | 77 | 133 | 105 | 77 | 133 |
Avg Bars in Losers | 69 | 62 | 75 | 69 | 62 | 75 |
Bars Traded | 7373 | 2932 | 4441 | 7373 | 2932 | 4441 |
Profit Streak | 0 | 0 | 582.1401 | 0 | 0 | 582.1401 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237359 | 604035 | -86217 | 158679 | 414667 | 500567 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 238, "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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