Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485306.4711 | 343687.5926 | 141618.8785 | 634255.5553 | 291381.4008 | 342874.1545 |
Total P&L (%) | 485.3065 | 343.6876 | 141.6189 | 634.2556 | 291.3814 | 342.8742 |
Avg Daily Profit (%) | 0.2601 | 0.1842 | 0.0759 | 0.1069 | 0.0732 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113280 | -70525 | -52101 | -2012559 | -1278939 | -940305 |
Profit Factor | 2.0757 | 2.5126 | 1.6325 | 1.188 | 1.1495 | 1.2405 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 55.9322 | 50 | 62.069 | 55.9322 | 50 | 62.069 |
Ratio Avg Win / Avg Loss | 1.6354 | 2.5126 | 0.9976 | 0.936 | 1.1495 | 0.7581 |
Largest Winning Trade | 159144 | 159144 | 55749 | 1239251 | 1239251 | 621283 |
Largest Losing Trade | -48910 | -48910 | -41349 | -733684 | -622742 | -733684 |
Avg Bars in Trades | 59 | 38 | 80 | 59 | 38 | 80 |
Avg Bars in Winners | 70 | 32 | 101 | 70 | 32 | 101 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 3493 | 1149 | 2344 | 3493 | 1149 | 2344 |
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 | -166649 | 440202 | -89791 | -244008 | -151344 | -86868 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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