Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560187.2047 | 1426916.6013 | 133270.6034 | 2938144.073 | 1123593.5244 | 1814550.5486 |
Total P&L (%) | 1560.1872 | 1426.9166 | 133.2706 | 2938.1441 | 1123.5935 | 1814.5505 |
Avg Daily Profit (%) | 0.8408 | 0.769 | 0.0718 | 0.1842 | 0.1351 | 0.1592 |
Buy And Hold Return (%) | 60.1682 | 60.1682 | 60.1682 | 60.1682 | 60.1682 | 60.1682 |
Max Trade Drawdown | -147561 | -67607 | -130165 | -3691217 | -3538062 | -1324506 |
Profit Factor | 2.677 | 4.2583 | 1.2706 | 1.1178 | 1.0861 | 1.1526 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 117 | 53 | 64 | 117 | 53 | 64 |
Losing Trades | 160 | 86 | 74 | 160 | 86 | 74 |
Profitability (%) | 42.2383 | 38.1295 | 46.3768 | 42.2383 | 38.1295 | 46.3768 |
Ratio Avg Win / Avg Loss | 3.6608 | 6.9098 | 1.4692 | 1.5286 | 1.7624 | 1.3327 |
Largest Winning Trade | 1281929 | 1281929 | 51197 | 2602061 | 2602061 | 1245253 |
Largest Losing Trade | -29545 | -17769 | -29545 | -1173011 | -845800 | -1173011 |
Avg Bars in Trades | 77 | 64 | 91 | 77 | 64 | 91 |
Avg Bars in Winners | 115 | 90 | 137 | 115 | 90 | 137 |
Avg Bars in Losers | 49 | 48 | 51 | 49 | 48 | 51 |
Bars Traded | 21531 | 8900 | 12631 | 21531 | 8900 | 12631 |
Profit Streak | 0 | 0 | 13.5945 | 0 | 0 | 13.5945 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 602586 | 552604 | -103110 | -83491 | -141788 | -45529 |
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{ "first_band": { "type": "midprice", "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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