Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844524.0163 | 846431.5776 | -1907.5613 | 51803.1585 | 1025699.3999 | -973896.2413 |
Total P&L (%) | 844.524 | 846.4316 | -1.9076 | 51.8032 | 1025.6994 | -973.8962 |
Avg Daily Profit (%) | 0.4532 | 0.4543 | -0.001 | 0.0224 | 0.13 | 0 |
Buy And Hold Return (%) | 76.682 | 76.682 | 76.682 | 76.682 | 76.682 | 76.682 |
Max Trade Drawdown | -123109 | -78856 | -140818 | -1121588 | -167803 | -1057069 |
Profit Factor | 2.4939 | 4.6926 | 0.9943 | 1.0266 | 3.6289 | 0.3754 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 49.2754 | 51.4286 | 47.0588 | 49.2754 | 51.4286 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.5672 | 4.4319 | 1.1186 | 1.0568 | 3.4273 | 0.4224 |
Largest Winning Trade | 726460 | 726460 | 72058 | 1041076 | 1041076 | 254642 |
Largest Losing Trade | -86899 | -28949 | -86899 | -924366 | -55636 | -924366 |
Avg Bars in Trades | 74 | 66 | 83 | 74 | 66 | 83 |
Avg Bars in Winners | 106 | 87 | 128 | 106 | 87 | 128 |
Avg Bars in Losers | 43 | 43 | 42 | 43 | 43 | 42 |
Bars Traded | 5140 | 2313 | 2827 | 5140 | 2313 | 2827 |
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 | -91603 | 646413 | -580272 | -626568 | -12073 | -581939 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 193, "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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