Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 464272.5723 | 220097.7725 | 244174.7998 | 913570.35 | 83925.874 | 829644.476 |
Total P&L (%) | 464.2726 | 220.0978 | 244.1748 | 913.5704 | 83.9259 | 829.6445 |
Avg Daily Profit (%) | 0.2566 | 0.1216 | 0.135 | 0.1281 | 0.0337 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85403 | -79339 | -79833 | -1292177 | -1412112 | -662389 |
Profit Factor | 1.3273 | 1.3141 | 1.3401 | 1.0778 | 1.014 | 1.1438 |
Total Trades | 585 | 293 | 292 | 585 | 293 | 292 |
Winning Trades | 284 | 131 | 153 | 284 | 131 | 153 |
Losing Trades | 301 | 162 | 139 | 301 | 162 | 139 |
Profitability (%) | 48.547 | 44.7099 | 52.3973 | 48.547 | 44.7099 | 52.3973 |
Ratio Avg Win / Avg Loss | 1.4067 | 1.6251 | 1.2175 | 1.1423 | 1.254 | 1.0391 |
Largest Winning Trade | 55976 | 54745 | 55976 | 535469 | 458164 | 535469 |
Largest Losing Trade | -48817 | -31578 | -48817 | -337420 | -337420 | -269887 |
Avg Bars in Trades | 36 | 28 | 44 | 36 | 28 | 44 |
Avg Bars in Winners | 42 | 30 | 51 | 42 | 30 | 51 |
Avg Bars in Losers | 31 | 26 | 37 | 31 | 26 | 37 |
Bars Traded | 21473 | 8382 | 13091 | 21473 | 8382 | 13091 |
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 | 390488 | -30132 | -11257 | -154114 | -353787 | -89036 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 96, "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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